Linear and quadratic programming formulations of data assimilation or data reconciliation problems for a class of Hamilton-Jacobi equations

Christian Claudel, Alexandre M. Bayen

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

This article proposes a new method for data assimilation and data reconciliation applicable to systems modeled by conservation laws. The state of the system is written in the form of a scalar Hamilton-Jacobi (HJ) partial differential equation (PDE), for which the solution is fully characterized by a Lax-Hopf formula. Using the properties of the solution, we prove that when the data of the problem is prescribed in piecewise affine form, the constraints of the model are in standard convex form, and can be computed explicitly. This property enables us to identify a class of data assimilation and data reconciliation problems that can be formulated using convex programs in standard form.

Original languageEnglish (US)
Title of host publicationProceedings of the 2010 American Control Conference, ACC 2010
Pages4115-4120
Number of pages6
StatePublished - Oct 15 2010
Event2010 American Control Conference, ACC 2010 - Baltimore, MD, United States
Duration: Jun 30 2010Jul 2 2010

Publication series

NameProceedings of the 2010 American Control Conference, ACC 2010

Other

Other2010 American Control Conference, ACC 2010
CountryUnited States
CityBaltimore, MD
Period06/30/1007/2/10

ASJC Scopus subject areas

  • Control and Systems Engineering

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