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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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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AdaGrad

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Identifiers

zbMATH Open document ID

1484.35423

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DOI

10.1137/20M1375073

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Mathematics Subject Classification ID

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Mathematics(1 entry)

mardi Publication:5862897