The application of an approximate non-linear filter to systems governed by coupled ordinary and partial differential equations

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Abstract
An approximate non-linear filter is applied to systems described by coupled ordinary and partial differential equations with both volume and boundary disturbances and measurement errors. Measurements are assumed to be carried out at u discrete number of spatial positions in the distributed portion of the system. The filter is applicable to cases in which the data are available continuously in time and at discrete sampling instants. Both versions of the filter are applied to an ingot heating problem of some interest in steel-making. The numerical results show that the filter is rapidly convergent and quite robust.

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