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- W2330903585 abstract "This paper is concerned with the state and free boundary estimation problems for one phase stochastic Stefan systems. First, focussing our attention to the nonnegative property of the state variable, a class of distributed parameter systems with a random coefficient is formulated by the stochastic variational inequality in Hilbert space. Applying the penalization method to the stochastic variational inequality, the existence and uniqueness theorems of the solution are established. Secondly, based on the distributed noisy observation data, the state and free boundary estimator dynamics are derived by using the martingale representation theorem. Finally, for the purpose of supporting theoretical aspects described here, an illustrative example is shown including results of digital simulation experiments." @default.
- W2330903585 created "2016-06-24" @default.
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- W2330903585 date "1987-01-01" @default.
- W2330903585 modified "2023-09-27" @default.
- W2330903585 title "ESTIMATION PROBLEMS FOR ONE PHASE STOCHASTIC STEFAN SYSTEMS" @default.
- W2330903585 cites W2077802959 @default.
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- W2330903585 doi "https://doi.org/10.1016/b978-0-08-033452-3.50026-0" @default.
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