DocumentCode :
3118341
Title :
Modeling flow statistics using convex optimization
Author :
Hoepffner, J.
Author_Institution :
KTH mechanics, S-100 44 Stockholm, Sweden. jerome@mech.kth.se
fYear :
2005
fDate :
12-15 Dec. 2005
Firstpage :
4287
Lastpage :
4292
Abstract :
A method is proposed to estimate the covariance of disturbances to a stable linear system when its state covariance is known and a dynamic model is available. This is an issue of fundamental interest for estimation and control of fluid mechanical systems whose dynamics is described by the linearized Navier–Stokes equations. The problem is formulated in terms of a matrix norm minimisation with linear matrix inequality constraint, and solved numerically by means of alternating convex projection. The method is tested on covariance estimation in a low Reynolds number channel flow.
Keywords :
Control systems; Covariance matrix; Fluid dynamics; Fluid flow control; Linear matrix inequalities; Linear systems; Mechanical systems; State estimation; Statistics; Testing;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 2005 and 2005 European Control Conference. CDC-ECC '05. 44th IEEE Conference on
Print_ISBN :
0-7803-9567-0
Type :
conf
DOI :
10.1109/CDC.2005.1582836
Filename :
1582836
Link To Document :
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