Ensemble-marginalized Kalman filter for linear time-dependent PDEs with noisy boundary conditions: application to heat transfer in building walls

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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...

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Bibliographic Details
Main Authors:	Iglesias, Marco, Sawlan, Zaid, Scavino, Marco, Tempone, Raul, Woodard, Christopher
Format:	Article
Published:	IOP Publishing 2018
Online Access:	https://eprints.nottingham.ac.uk/51562/

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