Ensemble-marginalized Kalman filter for linear time-dependent PDEs with noisy boundary conditions: application to heat transfer in building walls
In this work, we present the ensemble-marginalized Kalman filter (EnMKF), a sequential algorithm analo- gous to our previously proposed approach [1, 2], for estimating the state and parameters of linear parabolic partial differential equations in initial-boundary value problems when the boundary dat...
| Main Authors: | , , , , |
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| Format: | Article |
| Published: |
IOP Publishing
2018
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| Online Access: | https://eprints.nottingham.ac.uk/51562/ |