On the State Estimation for Stochastic Pseudo-Parabolic Systems

Abstract

This paper is concerned with state estimation problems for a class of stochastic pseudoparabolic systems under noisy observation.
First, with in the framework of function spaces, the existence and uniqueness properties of the solution to the state equation are studied.
Secondly, dynamics of the least square estimator is given under noisy observations.
Finally, with showing results of digital simulation experiments, practical implementation algorithm of the estimator dynamics is proposed with the aid of the finite difference method with respect to time and spatial variables.