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

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scientific article; zbMATH DE number 7487265
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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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    Joint Online Parameter Estimation and Optimal Sensor Placement for the Partially Observed Stochastic Advection-Diffusion Equation (English)
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    10 March 2022
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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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