IMPLEMENTATION OF KALMAN FILTER ALGORITHM ON REDUCED MODELS WITH LINEAR MATRIX INEQUALITY METHOD AND ITS APPLICATION TO HEAT CONDUCTION PROBLEMS

In this paper, we discuss the model reduction and estimation of state variables of the heat conduction system by using Linear Matrix Inequality method and Kalman filter algorithm. We aim to obtain accurate estimation with short computing time. First, we construct a reduced model by using Linear Matrix Inequality method. Further, we apply state variables estimation steps of discrete stochastic dynamical systems by using Kalman filter algorithm on the reduced model