Non-asymptotic state estimation of linear reaction diffusion equation using modulating functions

In this paper, we propose a non-asymptotic state estimation method for the linear reaction diffusion equation with general boundary conditions. The method is based on the modulating function approach utilizing a modulation functional in time and space. This results in a signal model control problem for a system of auxiliary PDEs in order to determine the modulation kernels. First, the algorithm is mathematically derived and then numerical simulations are presented for illustrating the good performance of the proposed approach and demonstrating the efficient implementation scheme.