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- W150192488 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. The consistency property of the maximum likelihood estimate for the systems parameters is also investigated. Some numerical examples are demonstrated." @default.
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- W150192488 date "2013-12-01" @default.
- W150192488 modified "2023-09-23" @default.
- W150192488 title "Parameter identification of stochastic diffusion systems with unknown boundary conditions" @default.
- W150192488 hasPublicationYear "2013" @default.
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