CDS Lecture: Arthur Krener, "Measures of Unobservability"
Wednesday, March 11, 2009
2460 A.V. Williams Building
301 405 6576
Control and Dynamical Systems Invited Lecture Series
Measures of Unobservability
Arthur J. Krener
Department of Applied Mathematics
Naval Postgraduate School
A small reception will follow the lecture.
An observed nonlinear dynamics is observable if the mapping from initial condition to output trajectory is one to one. The standard tool for checking observability is the observability rank condition but this only gives a yes or no answer. It does not measure how observable or unobservable the system is. Moreover it requires the ability to differentiate the dynamics and the observations.
We introduce a new tool, the local observability gramian, to measure the degree of observability or unobservability of a system. To compute the local observability gramian, one only needs the ability to simulate the system. We apply this tool to find the best location to put a sensor to observe the flow induced by two point vortices.
This is joint work with K. Ide of the University of Maryland.
Arthur J. Krener is Distinguished Visiting Professor in the Department of Applied Mathematics at the Naval Postgraduate School. Previous to this, he was Distinguished Professor of Mathematics at the University of California, Davis. His research interests are in control and estimation.