摘要翻译：
将增广的迭代Kalman平滑器应用于进化微分方程反问题的系统辨识。在增广平滑器中，未知的、与时间相关的系数包含在状态向量中，并具有随机分量。在迭代的每一步，系数的时间演化估计是线性的。我们通过平均Kalman平滑器的估计来更新缓慢变化的平均温度和电导率。应用包括湍流流体中反常扩散系数的估计和等离子体层析成像中等离子体旋转速度的估计。
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英文标题：
《Optimal Estimation of Dynamically Evolving Diffusivities》
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作者：
Kurt S. Riedel
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最新提交年份：
2018
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分类信息：

一级分类：Statistics        统计学
二级分类：Methodology        方法论
分类描述：Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计，调查，模型选择，多重检验，多元方法，信号和图像处理，时间序列，平滑，空间统计，生存分析，非参数和半参数方法
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一级分类：Electrical Engineering and Systems Science        电气工程与系统科学
二级分类：Signal Processing        信号处理
分类描述：Theory, algorithms, performance analysis and applications of signal and data analysis, including physical modeling, processing, detection and parameter estimation, learning, mining, retrieval, and information extraction. The term "signal" includes speech, audio, sonar, radar, geophysical, physiological, (bio-) medical, image, video, and multimodal natural and man-made signals, including communication signals and data. Topics of interest include: statistical signal processing, spectral estimation and system identification; filter design, adaptive filtering / stochastic learning; (compressive) sampling, sensing, and transform-domain methods including fast algorithms; signal processing for machine learning and machine learning for signal processing applications; in-network and graph signal processing; convex and nonconvex optimization methods for signal processing applications; radar, sonar, and sensor array beamforming and direction finding; communications signal processing; low power, multi-core and system-on-chip signal processing; sensing, communication, analysis and optimization for cyber-physical systems such as power grids and the Internet of Things.
信号和数据分析的理论、算法、性能分析和应用，包括物理建模、处理、检测和参数估计、学习、挖掘、检索和信息提取。“信号”一词包括语音、音频、声纳、雷达、地球物理、生理、（生物）医学、图像、视频和多模态自然和人为信号，包括通信信号和数据。感兴趣的主题包括：统计信号处理、谱估计和系统辨识；滤波器设计；自适应滤波/随机学习；（压缩）采样、传感和变换域方法，包括快速算法；用于机器学习的信号处理和用于信号处理应用的机器学习；网络与图形信号处理；信号处理中的凸和非凸优化方法；雷达、声纳和传感器阵列波束形成和测向；通信信号处理；低功耗、多核、片上系统信号处理；信息物理系统的传感、通信、分析和优化，如电网和物联网。
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一级分类：Mathematics        数学
二级分类：Optimization and Control        优化与控制
分类描述：Operations research, linear programming, control theory, systems theory, optimal control, game theory
运筹学，线性规划，控制论，系统论，最优控制，博弈论
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一级分类：Physics        物理学
二级分类：Data Analysis, Statistics and Probability        数据分析、统计与概率
分类描述：Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件：数据处理与存储；测量方法；统计和数学方面，如参数化和不确定性。
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英文摘要：
  The augmented, iterated Kalman smoother is applied to system identification for inverse problems in evolutionary differential equations. In the augmented smoother, the unknown, time-dependent coefficients are included in the state vector, and have a stochastic component. At each step in the iteration, the estimate of the time evolution of the coefficients is linear. We update the slowly varying mean temperature and conductivity by averaging the estimates of the Kalman smoother. Applications include the estimation of anomalous diffusion coefficients in turbulent fluids and the plasma rotation velocity in plasma tomography.
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PDF链接：
https://arxiv.org/pdf/1803.03911