Optimal Estimation of Dynamically Evolving Diffusivities
نویسندگان
چکیده
منابع مشابه
Optimal Estimation of Dynamically Evolving Diffusivities
The augmented, iterated Kalman smoother is applied to system identification for inverse problems in evolutionary differential equations. In the augmented smoother, the unknown, time-dependent coefficients are included in the state vector, and have a stochastic component. At each step in the iteration, the estimate of the time evolution of the coefficients is linear. We update the slowly varying...
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ژورنال
عنوان ژورنال: Journal of Computational Physics
سال: 1994
ISSN: 0021-9991
DOI: 10.1006/jcph.1994.1173