In applications of state estimation involving data assimilation over a spatial region, it is often convenient, and sometimes necessary, to confine the state correction to a prescribed subspace of the state space that corresponds to the measurement location. This is the injection-constrained state-estimation problem, where the injection of the output error is constrained to a specified subspace of the state space. Unlike full-state output-error injection, which is the dual of static full-state feedback, constrained output-error injection is the dual of static output feedback. To address the injection-constrained state-estimation problem, this paper develops the injection-constrained unscented Kalman filter (IC-UKF) and the injection-constrained retrospective cost filter (IC-RCF). The performance of these filters is evaluated numerically for linear and nonlinear state-estimation problems in order to compare their accuracy and determine their suboptimality relative to full-state output-error injection. As a benchmark test case, IC-UKF and IC-RCF are applied to the viscous Burgers equation for state and parameter estimation.


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    Titel :

    Injection-Constrained State Estimation


    Beteiligte:

    Erschienen in:

    Erscheinungsdatum :

    2022-01-08


    Format / Umfang :

    12 pages




    Medientyp :

    Aufsatz (Zeitschrift)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch




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