On the state estimation for stochastic distributed parameter systems with the boundary regulation

This paper is concerned with the state estimation problem for the stochastic distributed parameter systems with the boundary regulation. Formulating the system model as a stochastic variational inequality, the existence and uniqueness properties of the solution are investigated. The dynamics of the state estimator is given under a distributed observation mechanism. For the purpose of supporting the theoretical aspects developed here, an illustrative example is shown including results of digital simulation experiments.