Estimation of time-dependent reaction coefficient with extended Kalman filter approach

This work introduces an extended Kalman filter (EKF) to the estimation of the unknown time-dependent reaction coefficient based on the concentration measurement data. An autocatalytic reaction pathway is chosen as a model problem. This inverse estimation algorithm does not assume any functional form of the reaction coefficient. The performance of the proposed algorithm is verified through the numerical experiments with the exact and the contaminated concentration measurement data.