Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第29回ISCIE「確率システム理論と応用」国際シンポジウム(1997年11月, 東京)
On the State Estimation for Stochastic Distributed Parameter Systems with Dynamic Boundary Conditions
Masaaki IshikawaHidefumi Hashimoto
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ジャーナル フリー

1998 年 1998 巻 p. 145-150

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抄録
In hydraulic problems, we often encounter nonlinear problems in porous media, for example, dam and percolation problems [1], [2]. Such problems are simply called the filtration problem. This paper is concerned with the state estimation in the filtration problem under the noisy observation. First, the mathematical model of the system dynamics is given and the existence of the unique solution of the system equation is proved. Secondly, based on the noisy boundary observation, the estimator dynamics is derived by using the nonlinear estimation theory and the approximation technique for the nonlinear estimator dynamics is proposed. Finally, the efficiency of the approximation is shown through the numerical example.
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© 1998 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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