Abstract
This paper is concerned with the state estimation problem for stochastic distributed parameter systems with a semi-permeable wall under noisy boundary observation mechanism.
The distributed parameter system with a random coefficient and a semi-permeable wall is formulated as the stochastic variational inequality. Studying the existence and uniqueness of the solution to the stochastic variational inequality by applying the method of penalization, the state estimator dynamics is proposed with the evaluation of the mean square estimation error.
Finally for the purpose of supporting the theoretical aspects developed here, an illustrative example is shown including results of digital simulation experiments.
