Output error minimizing back and forth nudging method for initial state recovery

DOI10.1016/J.SYSCONLE.2016.06.002MaRDI QIDQ313302zbMATH OpenOpenAlexFDO

Authors Atte Aalto

Publication date 9 September 2016

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1510.04528

zbMATH Keywords

state estimationobserversvariational data assimilationback and forth nudgingoutput error minimization

Mathematics Subject Classification ID

Inverse problems in optimal control (49N45) Observability (93B07) Linear systems in control theory (93C05) Control/observation systems governed by partial differential equations (93C20)

Abstract: We show that for linear dynamical systems with skew-adjoint generators, the initial state estimate given by the back and forth nudging method with colocated feedback, converges to the minimizer of the discrepancy between the measured and simulated outputs - given that the observer gains are chosen suitably and the system is exactly observable. If the system's generator A is essentially skew-adjoint and dissipative (with not too much dissipation), the colocated feedback has to be corrected by the operator e^{At}e^{A*t} in order to obtain such convergence. In some special cases, a feasible approximation for this operator can be found analytically. The case with wave equation with constant dissipation will be demonstrated.

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Cited in

(2)

• Iterative observer-based state and parameter estimation for linear systems
• State reconstruction of the wave equation with general viscosity and non-collocated observation and control

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