Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
The 44th ISCIE International Symposium on Stochastic Systems Theory and Its Applications (Nov. 2012, Tokyo)
Identification Problem for Stochastic Distributed Parameter Systems with Unknown Boundary Conditions
S. AiharaA. Bagchi
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2013 Volume 2013 Pages 9-14

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Abstract
This paper treats the filtering and parameter identification for the stochastic diffusion systems with unknown boundary conditions. The physical situation of the unknown boundary conditions can be found in many industrial problems,i.g., the salt concentration model of the river Rhine is a typical example . After formulating the diffusion systems by regarding the noisy observation data near the systems boundary region as the system's boundary inputs, we derive the Kalman filter and the related likelihood function. Some numerical examples are demonstrated.
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© 2013 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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