Research for State Estimation and Optimal Control of Stochastic Distributed Parameter Systems with Free Boundary

自由边界随机分布参数系统的状态估计与最优控制研究

基本信息

批准号：
60550296
负责人：
SUNAHARA Yoshifumi
金额：
$ 1.28万
依托单位：
Kyoto Institute of Technology
依托单位国家：
日本
项目类别：
Grant-in-Aid for General Scientific Research (C)
财政年份：
1984
资助国家：
日本
起止时间：
1984 至 1986
项目状态：
已结题

项目摘要

1. State and free boundary estimations for stochastic two-phase Stefan systems: In this study, we consider the state and free boundary estimation problems for stochastic two-phase Stefan systems. First, the existence and uniqueness properties of the solution to the state equation with white noise coefficients are discussed by using the finite difference method with respect to time and spatial variables. Secondly, the state and free boundary estimator dynamics are derived by using martingale representation theory. Finally, representative sample runs obtained by digital simulation experiments are shown, including a simple approximation method for realizing non-linear estimator dynamics.2. On the state and free boundary estimations for stochastic distributed parameter systems with obstacle: This study is concerned with the state and free boundary estimation problems for the stochastic distributed parameter systems with obstacle. Formulating the system model as a stochastic variational inequality, the existence and uniqueness properties of the solution are investigated by using the penalization method. The dynamics of state-free boundary estimator is given under a distributed noisy observation. For the purpose of supporting the theoretical aspects developed here, an illustrative example is shown including results of digital simulation experiments.

1.随机两相Stefan系统的状态和自由边界估计：在本研究中，我们考虑随机两相Stefan系统的状态和自由边界估计问题。首先，利用有限差分法讨论了具有白噪声系数的状态方程解的存在性和唯一性。其次，利用鞅表示理论推导了状态和自由边界估计动力学。最后，显示了通过数字仿真实验获得的代表性样本运行，包括实现非线性估计动力学的简单近似方法。 2．关于有障碍物的随机分布参数系统的状态和自由边界估计：本研究涉及有障碍物的随机分布参数系统的状态和自由边界估计问题。将系统模型表示为随机变分不等式，利用惩罚方法研究解的存在性和唯一性。在分布式噪声观测下给出了无状态边界估计器的动力学。为了支持此处开发的理论方面，显示了一个说明性示例，其中包括数字模拟实验的结果。