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

Latest revision as of 09:41, 30 July 2024

scientific article; zbMATH DE number 7487265

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

Statements

instance of

scholarly article

0 references

title

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

0 references

0 references

0 references

SIAM/ASA Journal on Uncertainty Quantification

0 references

publication date

10 March 2022

0 references

full work available at URL

https://arxiv.org/abs/2009.08693

0 references

zbMATH Keywords

stochastic advection-diffusion equation

0 references

stochastic filtering

0 references

online parameter estimation

0 references

optimal sensor placement

0 references

two-timescale stochastic gradient descent

0 references

describes a project that uses

AdaGrad

0 references

ADADELTA

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Q4158923

0 references

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

0 references

Identification of an Infinite-Dimensional Parameter for Stochastic Diffusion Equations

0 references

Maximum likelihood estimate for discontinuous parameter in stochastic hyperbolic systems

0 references

Parameter identification for hyperbolic stochastic systems

0 references

Q4174597

0 references

On the determination of optimal costly measurement strategies for linear stochastic systems

0 references

Q4749708

0 references

Parameter identification in infinte dimensional linear systems

0 references

Fundamentals of stochastic filtering

0 references

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

0 references

Q4073199

0 references

Q4081084

0 references

The Linear Regulator Problem for Parabolic Systems

0 references

Estimation techniques for distributed parameter systems

0 references

Partially observable linear systems under dependent noises

0 references

On-Line Parameter Estimation for Infinite-Dimensional Dynamical Systems

0 references

Q5639583

0 references

Q4775746

0 references

Representation and control of infinite dimensional systems

0 references

Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models

0 references

Q3527701

0 references

Stochastic approximation with two time scales

0 references

Large-Scale Machine Learning with Stochastic Gradient Descent

0 references

An introduction to stochastic Navier-Stokes equations

0 references

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

0 references

The Infinite-Dimensional Optimal Filtering Problem with Mobile and Stationary Sensor Networks

0 references

Inference in hidden Markov models.

0 references

Optimal location of process measurements

0 references

Statistical inference for SPDEs: an overview

0 references

Optimal sensor selection in sequential estimation problems

0 references

Statistics for Spatial Data

0 references

Q3058567

0 references

A Survey of Infinite-Dimensional Filtering

0 references

Q4182377

0 references

Infinite dimensional linear systems theory

0 references

Q4848744

0 references

Stochastic Equations in Infinite Dimensions

0 references

Approximation of the Algebraic Riccati Equation in the Hilbert Space of Hilbert–Schmidt Operators

0 references

Estimation of Spatially Distributed Processes Using Mobile Spatially Distributed Sensor Network

0 references

Sequential Monte Carlo Methods in Practice

0 references

Parameter estimation in general state-space models using particle methods

0 references

Q5396673

0 references

Q4323296

0 references

Infinite-dimensional filtering: The Kalman\3-Bucy filter in Hilbert space

0 references

Galerkin Approximation for Optimal Linear Filtering of Infinite-Dimensional Linear Systems

0 references

Optimum measurements for estimation

0 references

Optimal Sensor Placement: A Robust Approach

0 references

Ordinary Differential Equations with Applications

0 references

Q5553606

0 references

Comparison of sequential data assimilation methods for the Kuramoto-Sivashinsky equation

0 references

On particle methods for parameter estimation in state-space models

0 references

Q4039796

0 references

On minimum-contrast estimation for hilbert space-valued stochastic differential equations

0 references

Recursive algorithms for estimation of hidden Markov models and autoregressive models with Markov regime

0 references

Distributed parameter system indentification A survey†

0 references

Sensors and controllers location in distributed systems - A survey

0 references

Stochastic partial differential equations in groundwater hydrology. II: Application to Borden aquifer

0 references

Optimal location of measurements for distributed parameter estimation

0 references

Q4401802

0 references

Recursive identification in continuous-time stochastic processes

0 references

An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach

0 references

Q5601627

0 references

Q4522401

0 references

A statistical modeling approach for air quality data based on physical dispersion processes and its application to ozone modeling

0 references

Particle Filtering for Stochastic Navier--Stokes Signal Observed with Linear Additive Noise

0 references

Statistical inference for stochastic parabolic equations: a spectral approach

0 references

Q2778313

0 references

Maximum likelihood estimation in linear infinite dimensional models

0 references

A stochastic advection-diffusion model for the Rocky Flats soil plutonium data

0 references

Linear-Quadratic Optimal Actuator Location

0 references

Optimal sensor location problem for a linear distributed parameter system

0 references

Q3992932

0 references

On the Poisson equation and diffusion approximation. III

0 references

Optimal sensor networks scheduling in identification of distributed parameter systems

0 references

Semigroups of linear operators and applications to partial differential equations

0 references

Q3661408

0 references

Particle approximations of the score and observed information matrix in state space models with application to parameter estimation

0 references

Q3337342

0 references

Convergence of Galerkin approximations for operator Riccati equations - a nonlinear evolution equation approach

0 references

Recursive Maximum Likelihood Algorithm for Dependent Observations

0 references

Dynamics of evolutionary equations

0 references

Stochastic Partial Differential Equation Based Modelling of Large Space–Time Data Sets

0 references

Stochastic Gradient Descent in Continuous Time

0 references

Q3342413

0 references

Interpolation of spatial data. Some theory for kriging

0 references

Online Maximum-Likelihood Estimation of the Parameters of Partially Observed Diffusion Processes

0 references

Analyticity, Convergence, and Convergence Rate of Recursive Maximum-Likelihood Estimation in Hidden Markov Models

0 references

Asymptotic Properties of Recursive Particle Maximum Likelihood Estimation

0 references

Q3278564

0 references

Optimal Measurement Methods for Distributed Parameter System Identification

0 references

Stochastic partial differential equations in groundwater hydrology. I: Theory

0 references

ON STATIONARY PROCESSES IN THE PLANE

0 references

Optimal Control and Observation Locations for Time-Varying Systems on a Finite-Time Horizon

0 references

Observability and optimal measurement location in linear distributed parameter systems†

0 references

Sensor Choice for Minimum Error Variance Estimation

0 references

Identifiers

zbMATH Open document ID

1484.35423

0 references

DOI

10.1137/20M1375073

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5862897

Revision as of 06:02, 28 July 2024 ReferenceBot (talk \| contribs) Bots 1,895,659 edits ‎Changed an Item ← Older edit	Latest revision as of 09:41, 30 July 2024 Openalex240730090724 (talk \| contribs) 579,206 edits Set OpenAlex properties.
	Property / OpenAlex ID
		W3087503551
	Property / OpenAlex ID: W3087503551 / rank
		Normal rank