Ensemble-marginalized Kalman filter for linear time-dependent PDEs with noisy boundary conditions: application to heat transfer in building walls
(2018)
Journal Article
Iglesias, M., Sawlan, Z., Scavino, M., Tempone, R., & Woodard, C. (2018). Ensemble-marginalized Kalman filter for linear time-dependent PDEs with noisy boundary conditions: application to heat transfer in building walls. Inverse Problems, 34(7), https://doi.org/10.1088/1361-6420/aac224
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 ini... Read More about Ensemble-marginalized Kalman filter for linear time-dependent PDEs with noisy boundary conditions: application to heat transfer in building walls.