Reduced-Complexity Algorithms for Data Assimilation of Large-Scale Systems.
dc.contributor.author | Chandrasekar, Jaganath | en_US |
dc.date.accessioned | 2008-05-08T19:04:48Z | |
dc.date.available | NO_RESTRICTION | en_US |
dc.date.available | 2008-05-08T19:04:48Z | |
dc.date.issued | 2008 | en_US |
dc.date.submitted | 2008 | en_US |
dc.identifier.uri | https://hdl.handle.net/2027.42/58430 | |
dc.description.abstract | Data assimilation is the use of measurement data to improve estimates of the state of dynamical systems using mathematical models. Estimates from models alone are inherently imperfect due to the presence of unknown inputs that affect dynamical systems and model uncertainties. Thus, data assimilation is used in many applications: from satellite tracking to biological systems monitoring. As the complexity of the underlying model increases, so does the complexity of the data assimilation technique. This dissertation considers reduced-complexity algorithms for data assimilation of large-scale systems. For linear discrete-time systems, an estimator that injects data into only a specified subset of the state estimates is considered. Bounds on the performance of the new filter are obtained, and conditions that guarantee the asymptotic stability of the new filter for linear time-invariant systems are derived. We then derive a reduced-order estimator that uses a reduced-order model to propagate the estimator state using a finite-horizon cost, and hence solutions of algebraic Riccati and Lyapunov equations are not required. Finally, a reduced-rank square-root filter that propagates only a few columns of the square root of the state-error covariance is developed. Specifically, the columns are chosen from the Cholesky factor of the state-error covariance. Next, data assimilation algorithms for nonlinear systems is considered. We first compare the performance of two suboptimal estimation algorithms, the extended Kalman filter and unscented Kalman filter. To reduce the computational requirements, variations of the unscented Kalman filter with reduced ensemble are suggested. Specifically, a reduced-rank unscented Kalman filter is introduced whose ensemble members are chosen according to the Cholesky decomposition of the square root of the pseudo-error covariance. Finally, a reduced-order model is used to propagate the pseudo-error covariance, while the full-order model is used to propagate the estimator state. To compensate for the neglected correlations, a complementary static estimator gain based on the full-order steady-state correlations is also used. We use these variations of the unscented Kalman filter for data assimilation of one-dimensional compressible flow and two-dimensional magnetohydrodynamic flow. | en_US |
dc.format.extent | 2349989 bytes | |
dc.format.extent | 1373 bytes | |
dc.format.mimetype | application/pdf | |
dc.format.mimetype | text/plain | |
dc.language.iso | en_US | en_US |
dc.subject | Data Assimilation of Large-scale Systems | en_US |
dc.subject | Reduced-rank Filter | en_US |
dc.subject | Ensemble Filter | en_US |
dc.title | Reduced-Complexity Algorithms for Data Assimilation of Large-Scale Systems. | en_US |
dc.type | Thesis | en_US |
dc.description.thesisdegreename | PhD | en_US |
dc.description.thesisdegreediscipline | Aerospace Engineering | en_US |
dc.description.thesisdegreegrantor | University of Michigan, Horace H. Rackham School of Graduate Studies | en_US |
dc.contributor.committeemember | Bernstein, Dennis S. | en_US |
dc.contributor.committeemember | Ridley, Aaron | en_US |
dc.contributor.committeemember | Kabamba, Pierre Tshimanga | en_US |
dc.contributor.committeemember | McClamroch, N. Harris | en_US |
dc.subject.hlbsecondlevel | Aerospace Engineering | en_US |
dc.subject.hlbsecondlevel | Computer Science | en_US |
dc.subject.hlbsecondlevel | Atmospheric, Oceanic and Space Sciences | en_US |
dc.subject.hlbsecondlevel | Mathematics | en_US |
dc.subject.hlbsecondlevel | Statistics and Numeric Data | en_US |
dc.subject.hlbtoplevel | Engineering | en_US |
dc.subject.hlbtoplevel | Science | en_US |
dc.description.bitstreamurl | http://deepblue.lib.umich.edu/bitstream/2027.42/58430/1/jchandra_1.pdf | |
dc.owningcollname | Dissertations and Theses (Ph.D. and Master's) |
Files in this item
Remediation of Harmful Language
The University of Michigan Library aims to describe library materials in a way that respects the people and communities who create, use, and are represented in our collections. Report harmful or offensive language in catalog records, finding aids, or elsewhere in our collections anonymously through our metadata feedback form. More information at Remediation of Harmful Language.
Accessibility
If you are unable to use this file in its current format, please select the Contact Us link and we can modify it to make it more accessible to you.