Particle filtering for the chemostat

Abstract

We develop a particle filter approximation of the optimal nonlinear filter in the context of the chemostat. We propose a stochastic model of the chemostat together with an observation model. One of the characteristics of applications in bioprocesses is that the time between two observations is relatively large. We account for this point in the development of the particle filter by refining the prediction step of the particle filter. We present numerical tests on simulated measurements.