State estimation for stochastic parabolic systems: A two-step estimation method

This paper proposes a novel two-step interval estimation-based state estimation scheme for a class of stochastic parabolic systems. Peak-to-peak analysis is introduced to solve the difficulties generated by the spatiotemporal characteristic and the multidimensional nature. Based on the two-step interval estimation method, the adaptive thresholds of the mathematical expectation of the system state are obtained. Numerical simulation is adopted to show the effectiveness of the proposed method.