TR2023-145

Dual Parametric and State Estimation for Partial Differential Equations


    •  Mowlavi, S., Benosman, M., "Dual Parametric and State Estimation for Partial Differential Equations", IEEE Conference on Decision and Control, DOI: 10.1109/​CDC49753.2023.10384246, December 2023, pp. 8156-8161.
      BibTeX TR2023-145 PDF
      • @inproceedings{Mowlavi2023dec,
      • author = {Mowlavi, Saviz and Benosman, Mouhacine},
      • title = {Dual Parametric and State Estimation for Partial Differential Equations},
      • booktitle = {IEEE Conference on Decision and Control (CDC)},
      • year = 2023,
      • pages = {8156--8161},
      • month = dec,
      • publisher = {IEEE},
      • doi = {10.1109/CDC49753.2023.10384246},
      • issn = {2576-2370},
      • isbn = {979-8-3503-0125-0},
      • url = {https://www.merl.com/publications/TR2023-145}
      • }
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  • Research Areas:

    Computational Sensing, Dynamical Systems

Abstract:

Designing estimation algorithms for systems governed by partial differential equations (PDEs) such as fluid flows is challenging due to the high-dimensional and oftentimes nonlinear nature of the dynamics, as well as their dependence on unobserved physical parameters. In this paper, we propose two different lightweight and effective methodologies for realtime state estimation of PDEs in the presence of parametric uncertainties. Both approaches combines a Kalman filter with a data-driven polytopic linear reduced-order model obtained by dynamic mode decomposition (DMD). Using examples involving the nonlinear Burgers and Navier-Stokes equations, we demonstrate accurate estimation of both the state and the unknown physical parameter along system trajectories corresponding to various physical parameter values.

 

  • Related Publication

  •  Mowlavi, S., Benosman, M., "Dual parametric and state estimation for partial differential equations", arXiv, December 2023.
    BibTeX arXiv
    • @article{Mowlavi2023dec2,
    • author = {Mowlavi, Saviz and Benosman, Mouhacine},
    • title = {Dual parametric and state estimation for partial differential equations},
    • journal = {arXiv},
    • year = 2023,
    • month = dec,
    • url = {https://arxiv.org/abs/2312.11839}
    • }