Title :
Parameter identification for stochastic diffusion equations with unkown boundary conditions
Author :
Aihara, S. ; Bagchi, A.
Author_Institution :
Twente University of Technology, The Netherlands
Abstract :
Stochastic diffusion equations with unknown boundary conditions are encountered in practice whenever the boundary is observed only through measurement errors. Parameter identification for such systems is studied in the present paper. Boundary condition is treated as an unknown parameter in a function space as an intermediate step in solving the identification problem.
Keywords :
Boundary conditions; Distributed parameter systems; Equations; Gaussian noise; Noise measurement; Parameter estimation; State estimation; Stochastic processes; Stochastic systems; White noise;
Conference_Titel :
Decision and Control, 1985 24th IEEE Conference on
Conference_Location :
Fort Lauderdale, FL, USA
DOI :
10.1109/CDC.1985.268502
