抄録
This paper is concerned with the state estimation problems for the stochastic distributed parameter systems with saturation.
First, formulating the system model as stochastic variational inequality, the existence and uniqueness properties of the solution are investigated by using the penalization method.
Secondly, the dynamics of the state estimator is given under distributed observations. A practical implementation algorithm of the estimator dynamics is also proposed with the aid of the finite difference method with respect to time and spatial variables.
Finally, for the purpose of supporting the theoretical aspects developed here, an illustrative example is shown including results of digital simulations.
