In this work, we consider a difficult problem of state estimation of nonlinear stochastic partial differential equations (SPDE) based on uncertain measurements. The presented solution uses the method of lines (MoL), which allows us to discretize a stochastic partial differential equation in a spatial dimension and represent it as a system of coupled continuous-time ordinary stochastic differential equations (SDE). For such a system it is possible to use the standard estimation methods based on Kalman filtration. In this paper we propose using an ensemble Kalman filter (EnKF), which due to its characteristics can be successfully applied to problems with hundreds of state variables. Finally, we present the simulation results, which confirm the effectiveness of the presented approach.
Authors
Additional information
- DOI
- Digital Object Identifier link open in new tab 10.1109/mmar.2018.8486020
- Category
- Aktywność konferencyjna
- Type
- publikacja w wydawnictwie zbiorowym recenzowanym (także w materiałach konferencyjnych)
- Language
- angielski
- Publication year
- 2018
