Injection-Constrained State Estimation
Links to Files
Author/Creator
Author/Creator ORCID
Date
Type of Work
Department
Program
Citation of Original Publication
Goel, Ankit and Dennis S. Bernstein. Injection-Constrained State Estimation. Journal of Guidance, Control, and Dynamics 0 0:0, 1-12. https://doi.org/10.2514/1.G006108.
Rights
This item is likely protected under Title 17 of the U.S. Copyright Law. Unless on a Creative Commons license, for uses protected by Copyright Law, contact the copyright holder or the author.
Subjects
Abstract
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 injectionconstrained 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.
