1986 Fiscal Year Final Research Report Summary
Research for State Estimation and Optimal Control of Stochastic Distributed Parameter Systems with Free Boundary
Project/Area Number |
60550296
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Research Category |
Grant-in-Aid for General Scientific Research (C)
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Allocation Type | Single-year Grants |
Research Field |
計測・制御工学
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Research Institution | Kyoto Institute of Technology |
Principal Investigator |
SUNAHARA Yoshifumi Faculty of Engineering and Design, Kyoto Institute of Technology, Professor, 工芸学部, 教授 (70027746)
|
Co-Investigator(Kenkyū-buntansha) |
OHSE Nagato Faculty of Engineering and Design,Kyoto Institute of Technology, Assistant, 工業短期大学, 助手 (70027928)
OHSUMI Akira Faculty of Engineering and Design, Kyoto Institute of Technology, Assistant Prof, 工芸学部, 助教授 (70027902)
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Project Period (FY) |
1984 – 1986
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Keywords | stochastic partial differential equation / stochastic variational inequality / Stephan system / free boundary problem / stochastic system theory / function space |
Research Abstract |
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.
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Research Products
(10 results)