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

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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

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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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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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zbMATH Keywords

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 profile type

MaRDI publication profile

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cites work

Q4158923

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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

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Sitelinks

Mathematics(1 entry)

mardi Publication:5862897

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+Q4158923
@@ Property / cites work: Q4158923 / rank @@
+Normal rank
@@ Property / cites work @@
+Regularized Maximum Likelihood Estimate for an Infinite-Dimensional Parameter in Stochastic Parabolic Systems
+Normal rank
@@ Property / cites work @@
+Identification of an Infinite-Dimensional Parameter for Stochastic Diffusion Equations
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimate for discontinuous parameter in stochastic hyperbolic systems
+Normal rank
@@ Property / cites work @@
+Parameter identification for hyperbolic stochastic systems
+Normal rank
@@ Property / cites work @@
+Q4174597
@@ Property / cites work: Q4174597 / rank @@
+Normal rank
@@ Property / cites work @@
+On the determination of optimal costly measurement strategies for linear stochastic systems
+Normal rank
@@ Property / cites work @@
+Q4749708
@@ Property / cites work: Q4749708 / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter identification in infinte dimensional linear systems
+Normal rank
@@ Property / cites work @@
+Fundamentals of stochastic filtering
@@ Property / cites work: Fundamentals of stochastic filtering / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential systems. I: Filtering and control. A function space approach
+Normal rank
@@ Property / cites work @@
+Q4073199
@@ Property / cites work: Q4073199 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4081084
@@ Property / cites work: Q4081084 / rank @@
+Normal rank
@@ Property / cites work @@
+The Linear Regulator Problem for Parabolic Systems
+Normal rank
@@ Property / cites work @@
+Estimation techniques for distributed parameter systems
+Normal rank
@@ Property / cites work @@
+Partially observable linear systems under dependent noises
+Normal rank
@@ Property / cites work @@
+On-Line Parameter Estimation for Infinite-Dimensional Dynamical Systems
+Normal rank
@@ Property / cites work @@
+Q5639583
@@ Property / cites work: Q5639583 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4775746
@@ Property / cites work: Q4775746 / rank @@
+Normal rank
@@ Property / cites work @@
+Representation and control of infinite dimensional systems
+Normal rank
@@ Property / cites work @@
+Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models
+Normal rank
@@ Property / cites work @@
+Q3527701
@@ Property / cites work: Q3527701 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic approximation with two time scales
@@ Property / cites work: Stochastic approximation with two time scales / rank @@
+Normal rank
@@ Property / cites work @@
+Large-Scale Machine Learning with Stochastic Gradient Descent
+Normal rank
@@ Property / cites work @@
+An introduction to stochastic Navier-Stokes equations
+Normal rank
@@ Property / cites work @@
+Solutions and Approximations to the Riccati Integral Equation with Values in a Space of Compact Operators
+Normal rank
@@ Property / cites work @@
+The Infinite-Dimensional Optimal Filtering Problem with Mobile and Stationary Sensor Networks
+Normal rank
@@ Property / cites work @@
+Inference in hidden Markov models.
@@ Property / cites work: Inference in hidden Markov models. / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal location of process measurements
@@ Property / cites work: Optimal location of process measurements / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical inference for SPDEs: an overview
@@ Property / cites work: Statistical inference for SPDEs: an overview / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal sensor selection in sequential estimation problems
+Normal rank
@@ Property / cites work @@
+Statistics for Spatial Data
@@ Property / cites work: Statistics for Spatial Data / rank @@
+Normal rank
@@ Property / cites work @@
+Q3058567
@@ Property / cites work: Q3058567 / rank @@
+Normal rank
@@ Property / cites work @@
+A Survey of Infinite-Dimensional Filtering
@@ Property / cites work: A Survey of Infinite-Dimensional Filtering / rank @@
+Normal rank
@@ Property / cites work @@
+Q4182377
@@ Property / cites work: Q4182377 / rank @@
+Normal rank
@@ Property / cites work @@
+Infinite dimensional linear systems theory
@@ Property / cites work: Infinite dimensional linear systems theory / rank @@
+Normal rank
@@ Property / cites work @@
+Q4848744
@@ Property / cites work: Q4848744 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation of the Algebraic Riccati Equation in the Hilbert Space of Hilbert–Schmidt Operators
+Normal rank
@@ Property / cites work @@
+Estimation of Spatially Distributed Processes Using Mobile Spatially Distributed Sensor Network
+Normal rank
@@ Property / cites work @@
+Sequential Monte Carlo Methods in Practice
@@ Property / cites work: Sequential Monte Carlo Methods in Practice / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter estimation in general state-space models using particle methods
+Normal rank
@@ Property / cites work @@
+Q5396673
@@ Property / cites work: Q5396673 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4323296
@@ Property / cites work: Q4323296 / rank @@
+Normal rank
@@ Property / cites work @@
+Infinite-dimensional filtering: The Kalman\3-Bucy filter in Hilbert space
+Normal rank
@@ Property / cites work @@
+Galerkin Approximation for Optimal Linear Filtering of Infinite-Dimensional Linear Systems
+Normal rank
@@ Property / cites work @@
+Optimum measurements for estimation
@@ Property / cites work: Optimum measurements for estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Sensor Placement: A Robust Approach
@@ Property / cites work: Optimal Sensor Placement: A Robust Approach / rank @@
+Normal rank
@@ Property / cites work @@
+Ordinary Differential Equations with Applications
@@ Property / cites work: Ordinary Differential Equations with Applications / rank @@
+Normal rank
@@ Property / cites work @@
+Q5553606
@@ Property / cites work: Q5553606 / rank @@
+Normal rank
@@ Property / cites work @@
+Comparison of sequential data assimilation methods for the Kuramoto-Sivashinsky equation
+Normal rank
@@ Property / cites work @@
+On particle methods for parameter estimation in state-space models
+Normal rank
@@ Property / cites work @@
+Q4039796
@@ Property / cites work: Q4039796 / rank @@
+Normal rank
@@ Property / cites work @@
+On minimum-contrast estimation for hilbert space-valued stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Recursive algorithms for estimation of hidden Markov models and autoregressive models with Markov regime
+Normal rank
@@ Property / cites work @@
+Distributed parameter system indentification A survey†
+Normal rank
@@ Property / cites work @@
+Sensors and controllers location in distributed systems - A survey
+Normal rank
@@ Property / cites work @@
+Stochastic partial differential equations in groundwater hydrology. II: Application to Borden aquifer
+Normal rank
@@ Property / cites work @@
+Optimal location of measurements for distributed parameter estimation
+Normal rank
@@ Property / cites work @@
+Q4401802
@@ Property / cites work: Q4401802 / rank @@
+Normal rank
@@ Property / cites work @@
+Recursive identification in continuous-time stochastic processes
+Normal rank
@@ Property / cites work @@
+An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach
+Normal rank
@@ Property / cites work @@
+Q5601627
@@ Property / cites work: Q5601627 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4522401
@@ Property / cites work: Q4522401 / rank @@
+Normal rank
@@ Property / cites work @@
+A statistical modeling approach for air quality data based on physical dispersion processes and its application to ozone modeling
+Normal rank
@@ Property / cites work @@
+Particle Filtering for Stochastic Navier--Stokes Signal Observed with Linear Additive Noise
+Normal rank
@@ Property / cites work @@
+Statistical inference for stochastic parabolic equations: a spectral approach
+Normal rank
@@ Property / cites work @@
+Q2778313
@@ Property / cites work: Q2778313 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation in linear infinite dimensional models
+Normal rank
@@ Property / cites work @@
+A stochastic advection-diffusion model for the Rocky Flats soil plutonium data
+Normal rank
@@ Property / cites work @@
+Linear-Quadratic Optimal Actuator Location
@@ Property / cites work: Linear-Quadratic Optimal Actuator Location / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal sensor location problem for a linear distributed parameter system
+Normal rank
@@ Property / cites work @@
+Q3992932
@@ Property / cites work: Q3992932 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Poisson equation and diffusion approximation. III
+Normal rank
@@ Property / cites work @@
+Optimal sensor networks scheduling in identification of distributed parameter systems
+Normal rank
@@ Property / cites work @@
+Semigroups of linear operators and applications to partial differential equations
+Normal rank
@@ Property / cites work @@
+Q3661408
@@ Property / cites work: Q3661408 / rank @@
+Normal rank
@@ Property / cites work @@
+Particle approximations of the score and observed information matrix in state space models with application to parameter estimation
+Normal rank
@@ Property / cites work @@
+Q3337342
@@ Property / cites work: Q3337342 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of Galerkin approximations for operator Riccati equations - a nonlinear evolution equation approach
+Normal rank
@@ Property / cites work @@
+Recursive Maximum Likelihood Algorithm for Dependent Observations
+Normal rank
@@ Property / cites work @@
+Dynamics of evolutionary equations
@@ Property / cites work: Dynamics of evolutionary equations / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Partial Differential Equation Based Modelling of Large Space–Time Data Sets
+Normal rank
@@ Property / cites work @@
+Stochastic Gradient Descent in Continuous Time
@@ Property / cites work: Stochastic Gradient Descent in Continuous Time / rank @@
+Normal rank
@@ Property / cites work @@
+Q3342413
@@ Property / cites work: Q3342413 / rank @@
+Normal rank
@@ Property / cites work @@
+Interpolation of spatial data. Some theory for kriging
+Normal rank
@@ Property / cites work @@
+Online Maximum-Likelihood Estimation of the Parameters of Partially Observed Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Analyticity, Convergence, and Convergence Rate of Recursive Maximum-Likelihood Estimation in Hidden Markov Models
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of Recursive Particle Maximum Likelihood Estimation
+Normal rank
@@ Property / cites work @@
+Q3278564
@@ Property / cites work: Q3278564 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Measurement Methods for Distributed Parameter System Identification
+Normal rank
@@ Property / cites work @@
+Stochastic partial differential equations in groundwater hydrology. I: Theory
+Normal rank
@@ Property / cites work @@
+ON STATIONARY PROCESSES IN THE PLANE
@@ Property / cites work: ON STATIONARY PROCESSES IN THE PLANE / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Control and Observation Locations  for Time-Varying Systems on a Finite-Time Horizon
+Normal rank
@@ Property / cites work @@
+Observability and optimal measurement location in linear distributed parameter systems†
+Normal rank
@@ Property / cites work @@
+Sensor Choice for Minimum Error Variance Estimation
+Normal rank