Identification of parameters of convection--diffusion--reaction model and unknown boundary conditions in the presence of~random noise in measurements
Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences, Tome 28 (2024) no. 2, pp. 345-366.

Voir la notice de l'article provenant de la source Math-Net.Ru

The study considers mathematical models described by partial differential equations, namely, convection-diffusion-reaction models, which are related to heat and mass transfer models and are used in the study of natural and technogenic processes. For this class of models, the actual problem is to identify both the model parameters itself and the boundary conditions included in it based on the results of measuring the values of the desired function at certain points of the area under consideration. The problem is complicated by the presence of incomplete measurements distorted by random noise. The solution is to develop a combined two-stage identification method based on the sequential application of a gradient-free identification criterion minimization method and a recurrent method for estimating unknown input signals. To apply the above methods, a transition is made from the original model described by partial differential equations to a discrete linear stochastic state-space model in which unknown boundary conditions are treated as unknown input signals. In this paper, new discrete linear stochastic models of convection–diffusion–reaction are constructed for three different types of boundary conditions. A general scheme of the parameter identification process is proposed, including two-stage identification of unknown parameters of a mathematical model and identification of unknown boundary conditions. To test the efficiency of the proposed method, computer models of convection–diffusion–reaction were built and all algorithms were implemented in MATLAB. A series of computational experiments was carried out, the results of which showed that the developed two-stage combined scheme allows one to identify the parameters of the original model, the values of the functions included in the boundary conditions, and also to calculate estimates of the function, which describes the process of convection–diffusion–reaction given incomplete noisy measurements. The results obtained can be used not only in the study of heat and mass transfer processes, but also in solving problems of identifying the model parameters of discrete-time stochastic systems with unknown input signals and in the presence of random noise.
Mots-clés : convection–diffusion–reaction models
Keywords: parameter identification, quadratic identification criterion, discrete-time linear state-space stochastic model, estimation of unknown inputs
@article{VSGTU_2024_28_2_a7,
     author = {Yu. V. Tsyganova and A. V. Tsyganov and A. N. Kuvshinova and D. V. Galushkina},
     title = {Identification of parameters of convection--diffusion--reaction model and unknown boundary conditions in the presence of~random noise in measurements},
     journal = {Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences},
     pages = {345--366},
     publisher = {mathdoc},
     volume = {28},
     number = {2},
     year = {2024},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VSGTU_2024_28_2_a7/}
}
TY  - JOUR
AU  - Yu. V. Tsyganova
AU  - A. V. Tsyganov
AU  - A. N. Kuvshinova
AU  - D. V. Galushkina
TI  - Identification of parameters of convection--diffusion--reaction model and unknown boundary conditions in the presence of~random noise in measurements
JO  - Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences
PY  - 2024
SP  - 345
EP  - 366
VL  - 28
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/VSGTU_2024_28_2_a7/
LA  - ru
ID  - VSGTU_2024_28_2_a7
ER  - 
%0 Journal Article
%A Yu. V. Tsyganova
%A A. V. Tsyganov
%A A. N. Kuvshinova
%A D. V. Galushkina
%T Identification of parameters of convection--diffusion--reaction model and unknown boundary conditions in the presence of~random noise in measurements
%J Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences
%D 2024
%P 345-366
%V 28
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/VSGTU_2024_28_2_a7/
%G ru
%F VSGTU_2024_28_2_a7
Yu. V. Tsyganova; A. V. Tsyganov; A. N. Kuvshinova; D. V. Galushkina. Identification of parameters of convection--diffusion--reaction model and unknown boundary conditions in the presence of~random noise in measurements. Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences, Tome 28 (2024) no. 2, pp. 345-366. http://geodesic.mathdoc.fr/item/VSGTU_2024_28_2_a7/

[1] Ho B. L., Kalman R. E., “Effective construction of linear state-variable models from input/output functions”, Regelungstechnik, 14:1-12 (1966), 545–548 | DOI | Zbl

[2] Åström K.-J., Bohlin T., “Numerical identification of linear dynamic systems from normal operating records”, IFAC Proceedings Volumes, 2:2 (1965), 96–111 | DOI

[3] Ljung L., System Identification: Theory for the User, Prentice-Hall, Upper Saddle River, NJ, 1999, xxii+609 pp.

[4] Ljung L., “Perspectives on system identification”, Ann. Rev. Control, 34:1 (2010), 1–12 | DOI

[5] Tsypkin Ya. Z., Informatsionnaia teoriia identifikatsii [Information Theory of Identification], Nauka, Moscow, 1995, 336 pp. (In Russian)

[6] Mehra R., “Approaches to adaptive filtering”, IEEE Trans. Autom. Control, 17:5 (1972), 693–698 | DOI | Zbl

[7] Aström K. J., “Maximum likelihood and prediction error methods”, Automatica, 16:5 (1980), 551–574 | DOI | Zbl

[8] Zhang Z., “Parameter estimation techniques: a tutorial with application to conic fitting”, Image Vision Comp., 15:1 (1997), 59–76 | DOI

[9] Wilczyński M., “Minimax prediction in the linear model with a relative squared error”, Stat. Papers, 53:1 (2012), 151–164 | DOI | Zbl

[10] Semushin I. V., “Adaptation in stochastic dynamic systems — Survey and new results II”, Int. J. Commun. Netw. Syst. Sci., 4:4 (2011), 266–285 | DOI

[11] Semushin I. V., Tsyganova J. V., “Adaptation in stochastic dynamic systems — Survey and new results IV: Seeking minimum of API in parameters of data”, Int. J. Commun. Netw. Syst. Sci., 6:12 (2013), 513–518 | DOI

[12] Ljung L., “Convergence analysis of parametric identification methods”, IEEE Trans. Autom. Control, 23:5 (1978), 770–783 | DOI | Zbl

[13] Bastin G., Gevers M., “Stable adaptive observers for nonlinear time-varying systems”, IEEE Trans. Autom. Control, 33:7 (1988), 650–658 | DOI | Zbl

[14] Marino R., Tomei P., “Global adaptive observers for nonlinear systems via filtered transformations”, IEEE Trans. Autom. Control, 37:8 (1992), 1239–1245 | DOI | Zbl

[15] Vasil'ev V. P., Chislennye metody dlia resheniia ekstremal'nykh zadach [Numerical Methods for Solving Extremal Problems], Nauka, Moscow, 1988, 550 pp. (In Russian) | Zbl

[16] Gillijns S., De Moor B., “Unbiased minimum-variance input and state estimation for linear discrete-time systems”, Automatica, 43:1 (2007), 111–116 | DOI | Zbl

[17] Kitanidis P. K., “Unbiased minimum-variance linear state estimation”, Automatica, 23:6 (1987), 775–778 | DOI | Zbl

[18] Darouach M., Zasadzinski M., “Unbiased minimum varianceestimation for systems with unknown exogenous inputs”, Automatica, 33:4 (1997), 717–719 | DOI | Zbl

[19] Isaev S. I., Kozhinov I. A., Kofanov V. I., et al., Teoriia teplomassoobmena [Theory of Heat and Mass Transfer], Bauman Moscow State Techn. Univ., Moscow, 2018, 462 pp.

[20] Simbirskiy G. D., Lantrat V. K., “Application of the Kalman digital filter for parametric identification high-temperature thermocouple”, Autom. Electron. Modern Technology, 2017, no. 11, 68–75 (In Russian)

[21] Pilipenko N. V., Zarichnyak Yu. P., Ivanov V. A., Khalyavin A. M., “Parametric identification of differencial-difference models of heat transfer in one-dimensional bodies based on Kalman filter algorithms”, Scientific and Technical Journal of Information Technologies, Mechanics and Optics, 20:4 (2020), 584–588 (In Russian) | DOI

[22] Matveev M. G., Kopytin A. V., Sirota E. A., “Combined method for identifying the parameters of a distributed dynamic model”, Proc. IV Int. Conf. (ITNT, 2018), Samara, 2018, 1651–1657 (In Russian)

[23] Pilipenko N. V., Primenenie fil'tra Kalmana v nestatsionarnoi teplometrii [Applying the Kalman Filter in Non-Stationary Heat Metering], ITMO Univ., St. Petersburg, 2017, 36 pp. (In Russian)

[24] Tsyganov A. V., Tsyganova Yu. V., Kuvshinova A. N., Tapia Garza H. R., “Metaheuristic algorithms for identification of the convection velocity in the convection-diffusion transport model”, CEUR Workshop Proceedings, v. 2258, 2018, 188–196 http://ceur-ws.org/Vol-2258/paper24.pdf

[25] Kuvshinova A. N., “Dynamic identification of boundary conditions for convection-diffusion transport model in the case of noisy measurements”, Zhurnal SVMO, 21:4 (2019), 469–479 (In Russian) | DOI | Zbl

[26] Kuvshinova A. N., Tsyganov A. V., Tsyganova Yu. V., Tapia Garza H. R., “Parameter identification algorithm for convection-diffusion transport model”, J. Phys.: Conf. Ser., 1745 (2021), 012110 | DOI

[27] Kuvshinova A. N., Tsyganov A. V., Tsyganova Yu. V., “Mathematical modeling of parameter identification process of convection-diffusion transport models using the SVD-based Kalman filter”, Vestn. Samar. Gos. Tekhn. Univ., Ser. Fiz.-Mat. Nauki [J. Samara State Tech. Univ., Ser. Phys. Math. Sci.], 25:4 (2021), 716–737 (In Russian) | DOI | Zbl

[28] Kuvshinova A. N., Galushkina D. V., “On the square-root modification of the Gillijns – De Moor algorithm”, Uch. Zap. Ul'yanovsk. Gos. Univ. Ser. Matem. Inform. Tekhn., 2022, no. 1, 17–22 (In Russian)

[29] Tsyganov A. V., Tsyganova Yu. V., Kuvshinova A. N., “Dynamic identification of boundary conditions for convection-diffusion transport model subject to noisy measurements”, J. Phys.: Conf. Ser., 1368:4 (2019), 042029 | DOI

[30] Mazo A. B., Vychislitel'naia gidrodinamika [Computational Fluid Dynamics], Chast' 1. Matematicheskie modeli, setki i setochnye skhemy [Part 1. Mathematical Models, Grids and Grid Schemes], Kazan Univ., Kazan, 2018, 165 pp. (In Russian)

[31] Maybeck P. S., Stochastic Models, Estimation, and Control, v. 1, Mathematics in Science and Engineering, 141, Academic Press, New York, San Francisco, London, 1979, xix+423 pp. | Zbl

[32] Grewal M. S., Andrews A. P., Kalman Filtering. Theory and Practice with MATLAB, John Wiley and Sons, Hoboken, NJ, 2015, xvii+617 pp. | DOI | Zbl