Joint Online Parameter Estimation and Optimal Sensor Placement for the Partially Observed Stochastic Advection-Diffusion Equation (Q5862897)

scientific article; zbMATH DE number 7487265

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English	Joint Online Parameter Estimation and Optimal Sensor Placement for the Partially Observed Stochastic Advection-Diffusion Equation	scientific article; zbMATH DE number 7487265

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instance of

scholarly article

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title

Joint Online Parameter Estimation and Optimal Sensor Placement for the Partially Observed Stochastic Advection-Diffusion Equation (English)

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zbMATH Open document ID

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SIAM/ASA Journal on Uncertainty Quantification

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publication date

10 March 2022

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full work available at URL

https://arxiv.org/abs/2009.08693

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Mathematics Subject Classification ID

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stochastic advection-diffusion equation

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stochastic filtering

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online parameter estimation

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optimal sensor placement

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two-timescale stochastic gradient descent

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describes a project that uses

AdaGrad

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ADADELTA

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MaRDI publication profile

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Regularized Maximum Likelihood Estimate for an Infinite-Dimensional Parameter in Stochastic Parabolic Systems

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Identification of an Infinite-Dimensional Parameter for Stochastic Diffusion Equations

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Parameter identification for hyperbolic stochastic systems

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Parameter identification in infinte dimensional linear systems

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Fundamentals of stochastic filtering

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Stochastic differential systems. I: Filtering and control. A function space approach

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The Linear Regulator Problem for Parabolic Systems

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Partially observable linear systems under dependent noises

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Stochastic approximation with two time scales

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Solutions and Approximations to the Riccati Integral Equation with Values in a Space of Compact Operators

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Inference in hidden Markov models.

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Statistics for Spatial Data

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Infinite dimensional linear systems theory

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Sensors and controllers location in distributed systems - A survey

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OpenAlex ID

W3087503551

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Mathematics(1 entry)

mardi Publication:5862897