RUS  ENG
Full version
JOURNALS // Zhurnal Srednevolzhskogo Matematicheskogo Obshchestva // Archive

Zhurnal SVMO, 2019 Volume 21, Number 4, Pages 469–479 (Mi svmo754)

This article is cited in 5 papers

Mathematics

Dynamic identification of boundary conditions for convection-diffusion transport model in the case of noisy measurements

A. N. Kuvshinova

Ul'yanovsk State Pedagogical University

Abstract: The paper addresses the problem of dynamic identification of mixed boundary conditions for one-dimensional convection-diffusion transport model based on noisy measurements of the function of interest. Using finite difference method the original model with the partial differential equation is replaced with the discrete linear dynamic system with noisy multisensor measurements in which boundary conditions are included as unknown input vector. To solve the problem, the algorithm of simultaneous estimation of the state and input vectors is used. The results of numerical experiments are presented which confirm the practical applicability of the proposed method.

Keywords: partial differential equations, boundary problems, discrete linear stochastic system, parameter identification, optimal estimation.

UDC: 681.5.075

MSC: 93A30

DOI: 10.15507/2079-6900.21.201904.469-479



© Steklov Math. Inst. of RAS, 2024