ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y =...
Transcript of ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y =...
![Page 1: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/1.jpg)
Observability of Vortex Flows
Arthur J. Krener
Research supported in part by NSF and AFOSR
![Page 2: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/2.jpg)
Observability of Nonlinear Dynamics
x = f(x)
y = h(x)
x(0) = x0
x ∈ IRn, y ∈ IRp, p ≤ n
The system is observable if the map
x0 7→ y(0 : ∞)
is one to one.
y(0 : T ) is the curve
t 7→ y(t)
for 0 ≤ t < T
![Page 3: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/3.jpg)
Observability of Nonlinear Dynamics
x = f(x)
y = h(x)
x(0) = x0
x ∈ IRn, y ∈ IRp, p ≤ n
The system is observable if the map
x0 7→ y(0 : ∞)
is one to one.
y(0 : T ) is the curve
t 7→ y(t)
for 0 ≤ t < T
![Page 4: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/4.jpg)
Observability of Nonlinear Dynamics
x = f(x)
y = h(x)
x(0) = x0
x ∈ IRn, y ∈ IRp, p ≤ n
The system is observable if the map
x0 7→ y(0 : ∞)
is one to one.
y(0 : T ) is the curve
t 7→ y(t)
for 0 ≤ t < T
![Page 5: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/5.jpg)
Short Time Local Observability
The system is locally observable if the map
x0 7→ y(0 : ∞)
is locally one to one.
The system is short time, locally observable if the map
x0 7→ y(0 : T )
is locally one to one for any T > 0.
![Page 6: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/6.jpg)
Short Time Local Observability
The system is locally observable if the map
x0 7→ y(0 : ∞)
is locally one to one.
The system is short time, locally observable if the map
x0 7→ y(0 : T )
is locally one to one for any T > 0.
![Page 7: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/7.jpg)
DifferentiationThe exterior derivative of the function hi is the one form
dhi(x) =∂hi
∂xj(x)dxj
with the summation convention on repeated indices understood.
The Lie derivative of the function hi by the vector field f is
Lf(hi)(x) =∂hi
∂xj(x)fj(x)
We can iterate this operation
L0f(hi)(x) = hi(x)
Lrf(h)(x) =
∂Lr−1hi
∂xj(x)fj(x)
for r = 1, 2, . . .
![Page 8: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/8.jpg)
DifferentiationThe exterior derivative of the function hi is the one form
dhi(x) =∂hi
∂xj(x)dxj
with the summation convention on repeated indices understood.
The Lie derivative of the function hi by the vector field f is
Lf(hi)(x) =∂hi
∂xj(x)fj(x)
We can iterate this operation
L0f(hi)(x) = hi(x)
Lrf(h)(x) =
∂Lr−1hi
∂xj(x)fj(x)
for r = 1, 2, . . .
![Page 9: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/9.jpg)
DifferentiationThe exterior derivative of the function hi is the one form
dhi(x) =∂hi
∂xj(x)dxj
with the summation convention on repeated indices understood.
The Lie derivative of the function hi by the vector field f is
Lf(hi)(x) =∂hi
∂xj(x)fj(x)
We can iterate this operation
L0f(hi)(x) = hi(x)
Lrf(h)(x) =
∂Lr−1hi
∂xj(x)fj(x)
for r = 1, 2, . . .
![Page 10: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/10.jpg)
Observability Rank Condition
The observed system satisfies the observability rank condition(ORC) at x if
dLrf(h)(x) : r = 0, 1, 2, . . .
contains n linearly independent covectors.
The observed system satisfies the observability rank condition ifit satisfies the ORC at every x ∈ IRn .
![Page 11: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/11.jpg)
Observability Rank Condition
The observed system satisfies the observability rank condition(ORC) at x if
dLrf(h)(x) : r = 0, 1, 2, . . .
contains n linearly independent covectors.
The observed system satisfies the observability rank condition ifit satisfies the ORC at every x ∈ IRn .
![Page 12: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/12.jpg)
Interpretation of Observability Rank Condition
x = f(x)
y = h(x)
y = Lf(h)(x)
y = L2f(h)(x)
...
If the observability rank condition holds then the functionsh(x), Lf(h)(x), L2
f(h)(x), . . . distinguish neighboring points
![Page 13: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/13.jpg)
Strong Observability Rank Condition
The observed system satisfies the strong observability rankcondition (SORC) at x if the covectors
dLrf(h)(x) : r = 0, 1, 2, . . . , dn/pe − 1
are linearly independent and
dLrf(h)(x) : r = 0, 1, 2, . . . , dn/pe
contains n linearly independent covectors.
The observed system satisfies the strong observability rankcondition if it satisfies the SORC at every x ∈ IRn .
If this is the case then we use the lowest possible derivatives ofy to determine x.
![Page 14: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/14.jpg)
Strong Observability Rank Condition
The observed system satisfies the strong observability rankcondition (SORC) at x if the covectors
dLrf(h)(x) : r = 0, 1, 2, . . . , dn/pe − 1
are linearly independent and
dLrf(h)(x) : r = 0, 1, 2, . . . , dn/pe
contains n linearly independent covectors.
The observed system satisfies the strong observability rankcondition if it satisfies the SORC at every x ∈ IRn .
If this is the case then we use the lowest possible derivatives ofy to determine x.
![Page 15: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/15.jpg)
Strong Observability Rank Condition
The observed system satisfies the strong observability rankcondition (SORC) at x if the covectors
dLrf(h)(x) : r = 0, 1, 2, . . . , dn/pe − 1
are linearly independent and
dLrf(h)(x) : r = 0, 1, 2, . . . , dn/pe
contains n linearly independent covectors.
The observed system satisfies the strong observability rankcondition if it satisfies the SORC at every x ∈ IRn .
If this is the case then we use the lowest possible derivatives ofy to determine x.
![Page 16: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/16.jpg)
Theorem
Suppose the observed system satisfies the observability rankcondition then it is short time, locally observable.
If the observed system fails to satisfy the observability rankcondition on an open subset of IRn then it is not short time,locally observable.
If the observed system satisfies the strong observability rankcondition then an extended Kalman filter is locally convergent tothe true state in the absence of driving and observation noises.
![Page 17: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/17.jpg)
Theorem
Suppose the observed system satisfies the observability rankcondition then it is short time, locally observable.
If the observed system fails to satisfy the observability rankcondition on an open subset of IRn then it is not short time,locally observable.
If the observed system satisfies the strong observability rankcondition then an extended Kalman filter is locally convergent tothe true state in the absence of driving and observation noises.
![Page 18: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/18.jpg)
Theorem
Suppose the observed system satisfies the observability rankcondition then it is short time, locally observable.
If the observed system fails to satisfy the observability rankcondition on an open subset of IRn then it is not short time,locally observable.
If the observed system satisfies the strong observability rankcondition then an extended Kalman filter is locally convergent tothe true state in the absence of driving and observation noises.
![Page 19: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/19.jpg)
Finite Dimesional Fluid
Let Ω be an open subset of IRd with coordinates ξwhere d = 2 or 3.
A finite dimensional fluid on Ω is a finite dimensional dynamics
x = f(x)
on IRn and an x dependent vector field
u(x, ξ)
on Ω .
The fluid satisfies the differential equation
ξ = u(x, ξ)
![Page 20: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/20.jpg)
Finite Dimesional Fluid
Let Ω be an open subset of IRd with coordinates ξwhere d = 2 or 3.
A finite dimensional fluid on Ω is a finite dimensional dynamics
x = f(x)
on IRn and an x dependent vector field
u(x, ξ)
on Ω .
The fluid satisfies the differential equation
ξ = u(x, ξ)
![Page 21: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/21.jpg)
Finite Dimesional Fluid
Let Ω be an open subset of IRd with coordinates ξwhere d = 2 or 3.
A finite dimensional fluid on Ω is a finite dimensional dynamics
x = f(x)
on IRn and an x dependent vector field
u(x, ξ)
on Ω .
The fluid satisfies the differential equation
ξ = u(x, ξ)
![Page 22: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/22.jpg)
Example, Vortex Flows
A single point vortex at x1, x2 with strength x3 induces the flowon Ω = IR2
u(x, ξ) =x3
r2
x2 − ξ2
ξ1 − x1
0
where r2 = (ξ1 − x1)2 + (ξ2 − x2)2
This is an incompressible and irrotational flow with a singularityat ξ = (x1, x2)
The flow is stationary
x = 0
![Page 23: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/23.jpg)
Example, Vortex Flows
A single point vortex at x1, x2 with strength x3 induces the flowon Ω = IR2
u(x, ξ) =x3
r2
x2 − ξ2
ξ1 − x1
0
where r2 = (ξ1 − x1)2 + (ξ2 − x2)2
This is an incompressible and irrotational flow with a singularityat ξ = (x1, x2)
The flow is stationary
x = 0
![Page 24: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/24.jpg)
Example, Vortex Flows
A single point vortex at x1, x2 with strength x3 induces the flowon Ω = IR2
u(x, ξ) =x3
r2
x2 − ξ2
ξ1 − x1
0
where r2 = (ξ1 − x1)2 + (ξ2 − x2)2
This is an incompressible and irrotational flow with a singularityat ξ = (x1, x2)
The flow is stationary
x = 0
![Page 25: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/25.jpg)
Example, Vortex Flows
Suppose there are m = n/3 vortices. The center of the ith
vortex is at xi1, xi2 and it has strength xi3.
The flow is
u(x, ξ) =m∑
i=1
xi3
r2i
[x2i − ξ2
ξ1 − x1i
]where r2
i = (ξ1 − xi1)2 + (ξ2 − xi2)2
This is also an incompressible and irrotational flow with msingularities at ξ = (xi1, xi2) for i = 1, . . . , m .
![Page 26: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/26.jpg)
Example, Vortex Flows
Suppose there are m = n/3 vortices. The center of the ith
vortex is at xi1, xi2 and it has strength xi3.
The flow is
u(x, ξ) =m∑
i=1
xi3
r2i
[x2i − ξ2
ξ1 − x1i
]where r2
i = (ξ1 − xi1)2 + (ξ2 − xi2)2
This is also an incompressible and irrotational flow with msingularities at ξ = (xi1, xi2) for i = 1, . . . , m .
![Page 27: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/27.jpg)
Example, Vortex Flows
Suppose there are m = n/3 vortices. The center of the ith
vortex is at xi1, xi2 and it has strength xi3.
The flow is
u(x, ξ) =m∑
i=1
xi3
r2i
[x2i − ξ2
ξ1 − x1i
]where r2
i = (ξ1 − xi1)2 + (ξ2 − xi2)2
This is also an incompressible and irrotational flow with msingularities at ξ = (xi1, xi2) for i = 1, . . . , m .
![Page 28: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/28.jpg)
Example, Vortex Flows
The ith vortex moves under the influence of the other m − 1vortices.
The motion is xi1
xi2
xi3
=∑j 6=i
xj3
r2ij
xj2 − xi2
xi1 − xj1
0
where r2
ij = (xi1 − xj1)2 + (xi1 − xj2)2
![Page 29: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/29.jpg)
Example, Vortex Flows
The ith vortex moves under the influence of the other m − 1vortices.
The motion is xi1
xi2
xi3
=∑j 6=i
xj3
r2ij
xj2 − xi2
xi1 − xj1
0
where r2
ij = (xi1 − xj1)2 + (xi1 − xj2)2
![Page 30: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/30.jpg)
Another Example
The Navier Stokes equations can be discretized in space by afinite element or finite difference scheme and left continuous intime.
This is called the method of lines.
The state x are the parameters of discretization.
![Page 31: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/31.jpg)
Another Example
The Navier Stokes equations can be discretized in space by afinite element or finite difference scheme and left continuous intime.
This is called the method of lines.
The state x are the parameters of discretization.
![Page 32: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/32.jpg)
Another Example
The Navier Stokes equations can be discretized in space by afinite element or finite difference scheme and left continuous intime.
This is called the method of lines.
The state x are the parameters of discretization.
![Page 33: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/33.jpg)
Eulerian ObservationsAn Eulerian observation is the measurement of the velocity (orsome other variable) of the fluid at some fixed point ξ1 ∈ Ω .
If it is the velocity, then the observed system is
x = f(x)
y = h(x) = u(x, ξ1)
where x ∈ IRn, y ∈ IRd.
We could have l Eulerian observations at the points ξ1, . . . , ξl
x = f(x)
y1 = h1(x) = u(x, ξ1)...
yl = hl(x) = u(x, ξl)
![Page 34: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/34.jpg)
Eulerian ObservationsAn Eulerian observation is the measurement of the velocity (orsome other variable) of the fluid at some fixed point ξ1 ∈ Ω .
If it is the velocity, then the observed system is
x = f(x)
y = h(x) = u(x, ξ1)
where x ∈ IRn, y ∈ IRd.
We could have l Eulerian observations at the points ξ1, . . . , ξl
x = f(x)
y1 = h1(x) = u(x, ξ1)...
yl = hl(x) = u(x, ξl)
![Page 35: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/35.jpg)
Eulerian ObservationsAn Eulerian observation is the measurement of the velocity (orsome other variable) of the fluid at some fixed point ξ1 ∈ Ω .
If it is the velocity, then the observed system is
x = f(x)
y = h(x) = u(x, ξ1)
where x ∈ IRn, y ∈ IRd.
We could have l Eulerian observations at the points ξ1, . . . , ξl
x = f(x)
y1 = h1(x) = u(x, ξ1)...
yl = hl(x) = u(x, ξl)
![Page 36: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/36.jpg)
Lagrangian Observations
An Lagrangian observation is the measurement of the position(or some other variable) of a particle moving with the fluid.
If they are positions then they are most conveniently modeled bythe method of Ide, Kuznetsov and Jones by adding extra statesto the flow.
Let ξ = ξ(t) ∈ Ω be the location of a sensor moving with thefluid. We define a new state vector
z =[
xξ
]
![Page 37: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/37.jpg)
Lagrangian Observations
An Lagrangian observation is the measurement of the position(or some other variable) of a particle moving with the fluid.
If they are positions then they are most conveniently modeled bythe method of Ide, Kuznetsov and Jones by adding extra statesto the flow.
Let ξ = ξ(t) ∈ Ω be the location of a sensor moving with thefluid. We define a new state vector
z =[
xξ
]
![Page 38: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/38.jpg)
Lagrangian Observations
An Lagrangian observation is the measurement of the position(or some other variable) of a particle moving with the fluid.
If they are positions then they are most conveniently modeled bythe method of Ide, Kuznetsov and Jones by adding extra statesto the flow.
Let ξ = ξ(t) ∈ Ω be the location of a sensor moving with thefluid. We define a new state vector
z =[
xξ
]
![Page 39: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/39.jpg)
Lagrangian Observations
The extended dynamics is
z = g(z) =[
f(x)u(x, ξ)
]
and the Lagrangian observation is
y = k(z) = ξ
![Page 40: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/40.jpg)
Lagrangian Observations
The extended dynamics is
z = g(z) =[
f(x)u(x, ξ)
]and the Lagrangian observation is
y = k(z) = ξ
![Page 41: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/41.jpg)
Lagrangian Observations
If there are l Lagrangian sensors at ξi ∈ Ω then
z =
xξ1
...ξl
z = g(z) =
f(x)
u(x, ξ1)...
u(x, ξl)
yi = ki(z) = ξi
![Page 42: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/42.jpg)
Lagrangian Observations
If there are l Lagrangian sensors at ξi ∈ Ω then
z =
xξ1
...ξl
z = g(z) =
f(x)
u(x, ξ1)...
u(x, ξl)
yi = ki(z) = ξi
![Page 43: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/43.jpg)
Lagrangian Observations
If there are l Lagrangian sensors at ξi ∈ Ω then
z =
xξ1
...ξl
z = g(z) =
f(x)
u(x, ξ1)...
u(x, ξl)
yi = ki(z) = ξi
![Page 44: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/44.jpg)
Are Eulerian and Lagrangian Observations Equivalent?
If the flow is observable under any l Eulerian observations, is itobservable under any l Lagrangian observations?
If the flow is observable under any l Lagrangian observations, isit observable under any l Eulerian observations?
If the flow is satisfies the observability rank condition under anyl Eulerian observations, does it satisfy the observability rankcondition under any l Lagrangian observations?
If the flow is satisfies the observability rank condition under anyl Lagrangian observations, does it satisfy the observability rankcondition under any l Eulerian observations?
![Page 45: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/45.jpg)
Are Eulerian and Lagrangian Observations Equivalent?
If the flow is observable under any l Eulerian observations, is itobservable under any l Lagrangian observations?
If the flow is observable under any l Lagrangian observations, isit observable under any l Eulerian observations?
If the flow is satisfies the observability rank condition under anyl Eulerian observations, does it satisfy the observability rankcondition under any l Lagrangian observations?
If the flow is satisfies the observability rank condition under anyl Lagrangian observations, does it satisfy the observability rankcondition under any l Eulerian observations?
![Page 46: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/46.jpg)
Are Eulerian and Lagrangian Observations Equivalent?
If the flow is observable under any l Eulerian observations, is itobservable under any l Lagrangian observations?
If the flow is observable under any l Lagrangian observations, isit observable under any l Eulerian observations?
If the flow is satisfies the observability rank condition under anyl Eulerian observations, does it satisfy the observability rankcondition under any l Lagrangian observations?
If the flow is satisfies the observability rank condition under anyl Lagrangian observations, does it satisfy the observability rankcondition under any l Eulerian observations?
![Page 47: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/47.jpg)
Are Eulerian and Lagrangian Observations Equivalent?
If the flow is observable under any l Eulerian observations, is itobservable under any l Lagrangian observations?
If the flow is observable under any l Lagrangian observations, isit observable under any l Eulerian observations?
If the flow is satisfies the observability rank condition under anyl Eulerian observations, does it satisfy the observability rankcondition under any l Lagrangian observations?
If the flow is satisfies the observability rank condition under anyl Lagrangian observations, does it satisfy the observability rankcondition under any l Eulerian observations?
![Page 48: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/48.jpg)
Counterexample to one direction
Consider one vortex at unknown location x1, x2 with unknownstrength x3.
Assume that there is one Eulerian observation without loss ofgenerality at ξ = (0, 0).
All we know is that the center x1, x2 of the vortex lies on theline perpendicular to the observed velocity, (x, 0) , but we don’tknow where because we don’t know the strength x3 .
Now assume that there is one Lagrangian observation ξ(t) . Ifwe take perpendiculars to ξ(t) at two different times they willintersect at the center of the vortex. Once we know the centerit is easy to determine the strength.
![Page 49: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/49.jpg)
Counterexample to one direction
Consider one vortex at unknown location x1, x2 with unknownstrength x3.
Assume that there is one Eulerian observation without loss ofgenerality at ξ = (0, 0).
All we know is that the center x1, x2 of the vortex lies on theline perpendicular to the observed velocity, (x, 0) , but we don’tknow where because we don’t know the strength x3 .
Now assume that there is one Lagrangian observation ξ(t) . Ifwe take perpendiculars to ξ(t) at two different times they willintersect at the center of the vortex. Once we know the centerit is easy to determine the strength.
![Page 50: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/50.jpg)
Counterexample to one direction
Consider one vortex at unknown location x1, x2 with unknownstrength x3.
Assume that there is one Eulerian observation without loss ofgenerality at ξ = (0, 0).
All we know is that the center x1, x2 of the vortex lies on theline perpendicular to the observed velocity, (x, 0) , but we don’tknow where because we don’t know the strength x3 .
Now assume that there is one Lagrangian observation ξ(t) . Ifwe take perpendiculars to ξ(t) at two different times they willintersect at the center of the vortex. Once we know the centerit is easy to determine the strength.
![Page 51: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/51.jpg)
Counterexample to one direction
Consider one vortex at unknown location x1, x2 with unknownstrength x3.
Assume that there is one Eulerian observation without loss ofgenerality at ξ = (0, 0).
All we know is that the center x1, x2 of the vortex lies on theline perpendicular to the observed velocity, (x, 0) , but we don’tknow where because we don’t know the strength x3 .
Now assume that there is one Lagrangian observation ξ(t) . Ifwe take perpendiculars to ξ(t) at two different times they willintersect at the center of the vortex. Once we know the centerit is easy to determine the strength.
![Page 52: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/52.jpg)
Observability Rank Condition Revisited
Finite dimensional fluid with l Eulerian observations
x = f(x)
yi = hi(x) = u(x, ξi)
The first two terms of the observability rank condition are
dhi(x) = du(x, ξi) =∂u
∂xj(x, ξi)dxj
dLf(hi)(x) = dLf(u)(x, ξi)
=(
∂2u
∂xj∂xs(x)fs(x) +
∂u
∂xs(x)
∂fs
∂xj(x)
)dxj
![Page 53: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/53.jpg)
Observability Rank Condition Revisited
Finite dimensional fluid with l Eulerian observations
x = f(x)
yi = hi(x) = u(x, ξi)
The first two terms of the observability rank condition are
dhi(x) = du(x, ξi) =∂u
∂xj(x, ξi)dxj
dLf(hi)(x) = dLf(u)(x, ξi)
=(
∂2u
∂xj∂xs(x)fs(x) +
∂u
∂xs(x)
∂fs
∂xj(x)
)dxj
![Page 54: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/54.jpg)
Observability Rank Condition Revisited
Extended finite dimensional fluid with l Lagrangian observations
z = g(z) =
f(x)
u(x, ξ1)...
u(x, ξl)
yi = ki(z) = ξi
Let dz be the exterior differentiation operator in the z variables,i.e.,
dzk(z) =∂k
∂xj(x, ξ1, . . . , ξk)dxj +
∂k
∂ξij
(x, ξ1, . . . , ξk)dξij
![Page 55: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/55.jpg)
Observability Rank Condition Revisited
Extended finite dimensional fluid with l Lagrangian observations
z = g(z) =
f(x)
u(x, ξ1)...
u(x, ξl)
yi = ki(z) = ξi
Let dz be the exterior differentiation operator in the z variables,i.e.,
dzk(z) =∂k
∂xj(x, ξ1, . . . , ξk)dxj +
∂k
∂ξij
(x, ξ1, . . . , ξk)dξij
![Page 56: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/56.jpg)
Observability Rank Condition Revisited
The first three terms of the ORC
dzki(z) =[
dξi1
dξi2
]These one forms span the extra dimensions of the extendedsystem.
dzLg(ki)(z) = dzu(x, ξi) =∂u
∂xj(x, ξi)dxj
moddξ1, . . . , dξm
Modulo dzki, these one forms span the same dimensions as dhi.
![Page 57: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/57.jpg)
Observability Rank Condition Revisited
The first three terms of the ORC
dzki(z) =[
dξi1
dξi2
]These one forms span the extra dimensions of the extendedsystem.
dzLg(ki)(z) = dzu(x, ξi) =∂u
∂xj(x, ξi)dxj
moddξ1, . . . , dξm
Modulo dzki, these one forms span the same dimensions as dhi.
![Page 58: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/58.jpg)
Observability Rank Condition Revisited
The first three terms of the ORC
dzki(z) =[
dξi1
dξi2
]These one forms span the extra dimensions of the extendedsystem.
dzLg(ki)(z) = dzu(x, ξi) =∂u
∂xj(x, ξi)dxj
moddξ1, . . . , dξm
Modulo dzki, these one forms span the same dimensions as dhi.
![Page 59: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/59.jpg)
Observability Rank Condition Revisited
dzL2g(ki)(z) =
(∂2u
∂xl∂xj(x)fl(x) +
∂u
∂xl(x)
∂fl
∂xj(x)
)dxj
+∂2u
∂xj∂ξ(x, ξi)(x, ξi)dxj,
moddξ1, . . . , dξm, dLg(ξ1), . . . , dLg(ξm)
But these do not span the span the same dimensions asdLf(hi) modulo the above because of the extra term
∂2u
∂xj∂ξ(x, ξi)(x, ξi)dxj
Notice the extra term depends on ξi while the rest ofdzL2
g(ki)(z) does not.
![Page 60: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/60.jpg)
Observability Rank Condition Revisited
dzL2g(ki)(z) =
(∂2u
∂xl∂xj(x)fl(x) +
∂u
∂xl(x)
∂fl
∂xj(x)
)dxj
+∂2u
∂xj∂ξ(x, ξi)(x, ξi)dxj,
moddξ1, . . . , dξm, dLg(ξ1), . . . , dLg(ξm)
But these do not span the span the same dimensions asdLf(hi) modulo the above because of the extra term
∂2u
∂xj∂ξ(x, ξi)(x, ξi)dxj
Notice the extra term depends on ξi while the rest ofdzL2
g(ki)(z) does not.
![Page 61: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/61.jpg)
ORC for One Vortex FlowOne Eulerian observation at the origin.
dh(x) =1
r4
[2x1x2x3dx1 + (x2
2 − x21)x3dx2 − x2r2dx3
(x22 − x2
1)x3dx1 − 2x1x2x3dx2 + x1r2dx3
]dLf(h)(x) =
[00
]The Eulerian observed system does not satisfy the observabilityrank condition.
WLOG x1 6= 0, x2 = 0, x3 6= 0
dh(x) =
−
x3
x21
dx2
−x3
x21
dx1 +1
x1dx3
dLk
f(h)(x) = 0, k ≥ 1
so the rank is 2. The state dimension is 3.
![Page 62: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/62.jpg)
ORC for One Vortex FlowOne Eulerian observation at the origin.
dh(x) =1
r4
[2x1x2x3dx1 + (x2
2 − x21)x3dx2 − x2r2dx3
(x22 − x2
1)x3dx1 − 2x1x2x3dx2 + x1r2dx3
]dLf(h)(x) =
[00
]The Eulerian observed system does not satisfy the observabilityrank condition.WLOG x1 6= 0, x2 = 0, x3 6= 0
dh(x) =
−
x3
x21
dx2
−x3
x21
dx1 +1
x1dx3
dLk
f(h)(x) = 0, k ≥ 1
so the rank is 2. The state dimension is 3.
![Page 63: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/63.jpg)
ORC for One Vortex Flow
dh(x) =
−
x3
x21
dx2
−x3
x21
dx1 +1
x1dx3
We can not observe changes in the initial condition that lie inthe null space of dh 1
0x3
x1
The change that cannot be detected is moving the vortex awayfrom the observer while increasing its strength.
![Page 64: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/64.jpg)
ORC for One Vortex Flow
One Lagrangian observation momentarily at the origin. WLOGξ1(t) = 0, x1 6= 0, x2 = 0, x3 6= 0
dzk1(z) =[
dξ11
dξ12
]
dzLg(k1)(z) =
−
x3
x21
dx2
−x3
x21
dx1 +1
x1dx3
mod
dξ1, . . . , dξm
So far we have 4 linearly independent one forms.
The dimension of the extended state space is 5.
![Page 65: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/65.jpg)
ORC for One Vortex Flow
One Lagrangian observation momentarily at the origin. WLOGξ1(t) = 0, x1 6= 0, x2 = 0, x3 6= 0
dzk1(z) =[
dξ11
dξ12
]
dzLg(k1)(z) =
−
x3
x21
dx2
−x3
x21
dx1 +1
x1dx3
mod
dξ1, . . . , dξm
So far we have 4 linearly independent one forms.
The dimension of the extended state space is 5.
![Page 66: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/66.jpg)
ORC for One Vortex Flow
One Lagrangian observation momentarily at the origin. WLOGξ1(t) = 0, x1 6= 0, x2 = 0, x3 6= 0
dzk1(z) =[
dξ11
dξ12
]
dzLg(k1)(z) =
−
x3
x21
dx2
−x3
x21
dx1 +1
x1dx3
mod
dξ1, . . . , dξm
So far we have 4 linearly independent one forms.
The dimension of the extended state space is 5.
![Page 67: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/67.jpg)
ORC for One Vortex Flow
The extra term in dzL2g(k) is
−2x2
3
x41
dx1 +x3
x31
dx3
−2x2
3
x41
dx2
We compute the determinant
−x3
x21
1
x1
−2x2
3
x41
x3
x31
=x2
3
x51
and see that the observability rank condition is satisfied.
![Page 68: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/68.jpg)
Observability of One Vortex Flow
We have seen that one vortex flow is observable under oneLagrangian observation but not under one Eulerian observation.
One vortex flow is observable under two Eulerian observations.
If the two observations are not collinear with the center of thevortex then the center is at the intersection of theperpendiculars to the observations.
If they are collinear then a simple argument is needed to showobservability.
![Page 69: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/69.jpg)
Observability of One Vortex Flow
We have seen that one vortex flow is observable under oneLagrangian observation but not under one Eulerian observation.
One vortex flow is observable under two Eulerian observations.
If the two observations are not collinear with the center of thevortex then the center is at the intersection of theperpendiculars to the observations.
If they are collinear then a simple argument is needed to showobservability.
![Page 70: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/70.jpg)
Observability of One Vortex Flow
We have seen that one vortex flow is observable under oneLagrangian observation but not under one Eulerian observation.
One vortex flow is observable under two Eulerian observations.
If the two observations are not collinear with the center of thevortex then the center is at the intersection of theperpendiculars to the observations.
If they are collinear then a simple argument is needed to showobservability.
![Page 71: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/71.jpg)
Observability of One Vortex Flow
We have seen that one vortex flow is observable under oneLagrangian observation but not under one Eulerian observation.
One vortex flow is observable under two Eulerian observations.
If the two observations are not collinear with the center of thevortex then the center is at the intersection of theperpendiculars to the observations.
If they are collinear then a simple argument is needed to showobservability.
![Page 72: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/72.jpg)
Two Vortex Flow
Two vortex flow can be quite complicated but the motion of thecenters of the vortices is relativity simple.
Vortex one is at x11, x12 and its strength is x13 .Vortex two is at x21, x22 and its strength is x23 .
x11
x12
x13
x21
x22
x23
= f(x) =
x23
r2 (x22 − x12)x23
r2 (x11 − x21)0
x13
r2 (x12 − x22)x13
r2 (x21 − x11)0
where r2 = (x11 − x21)2 + (x12 − x22)2 .The distance r between the centers remains constant becauseeach center moves perpendicular to the line between them.
![Page 73: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/73.jpg)
Two Vortex Flow
Two vortex flow can be quite complicated but the motion of thecenters of the vortices is relativity simple.Vortex one is at x11, x12 and its strength is x13 .Vortex two is at x21, x22 and its strength is x23 .
x11
x12
x13
x21
x22
x23
= f(x) =
x23
r2 (x22 − x12)x23
r2 (x11 − x21)0
x13
r2 (x12 − x22)x13
r2 (x21 − x11)0
where r2 = (x11 − x21)2 + (x12 − x22)2 .The distance r between the centers remains constant becauseeach center moves perpendicular to the line between them.
![Page 74: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/74.jpg)
Two Vortex Flow
Two vortex flow can be quite complicated but the motion of thecenters of the vortices is relativity simple.Vortex one is at x11, x12 and its strength is x13 .Vortex two is at x21, x22 and its strength is x23 .
x11
x12
x13
x21
x22
x23
= f(x) =
x23
r2 (x22 − x12)x23
r2 (x11 − x21)0
x13
r2 (x12 − x22)x13
r2 (x21 − x11)0
where r2 = (x11 − x21)2 + (x12 − x22)2 .
The distance r between the centers remains constant becauseeach center moves perpendicular to the line between them.
![Page 75: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/75.jpg)
Two Vortex Flow
Two vortex flow can be quite complicated but the motion of thecenters of the vortices is relativity simple.Vortex one is at x11, x12 and its strength is x13 .Vortex two is at x21, x22 and its strength is x23 .
x11
x12
x13
x21
x22
x23
= f(x) =
x23
r2 (x22 − x12)x23
r2 (x11 − x21)0
x13
r2 (x12 − x22)x13
r2 (x21 − x11)0
where r2 = (x11 − x21)2 + (x12 − x22)2 .The distance r between the centers remains constant becauseeach center moves perpendicular to the line between them.
![Page 76: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/76.jpg)
Two Vortex Flow
If the magnitudes are different, |x13| 6= |x23| , the two vorticesmove on two concentric circles in the plane.If the vortices are of same orientation, x13x23 > 0 , they stay asfar away as possible on the concentric circles.
Figure: The motion of the centers of two vortices of unequal magnitudesand the same orientation. The centers are at the circles.
![Page 77: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/77.jpg)
Two Vortex Flow
When the they are of opposite orientation, x13x23 < 0 , theywill stay as close as possible.
Figure: The motion of the centers of two vortices of unequal magnitudesand the same orientation. The centers are at the circles.
![Page 78: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/78.jpg)
Two Vortex Flow
If the strengths are equal x13 = x23 , then the center will rotatearound a single circle staying as far away as possible.
Figure: The motion of the centers of two vortices of equal magnitudes andthe same orientation. The centers are at the circles.
![Page 79: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/79.jpg)
Two Vortex Flow
If the strengths are opposite, x13 = −x23 , then the twocenters will fly off to infinity along two parallel lines.
Figure: The motion of the centers of two vortices of equal magnitudes andthe opposite orientation. The centers are at the circles.
![Page 80: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/80.jpg)
Two Vortex FlowSuppose that the strengths are not opposite x13 6= −x23 andwithout loss of generality the vortices start at(x11(0), x12(0)) = (1, 0) and (x21(0), x22(0)) = (−1, 0) thenthe two vortices will rotate around the point
ξc = (ξc1, ξc
2) = (x13 − x23
x13 + x23, 0)
with angular velocity
ω =x13 + x23
4.
The induced flow will be momentarily stagnant at
ξs = (x23 − x13
x13 + x23, 0) = −ξc
but generally this stagnation point will rotate with the vorticesremaining on the line between their centers.The one exception is when the strengths are equal x13 = x23
for then the stagnation point is the center of rotation at (0, 0)and remains there.
![Page 81: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/81.jpg)
Two Vortex FlowSuppose that the strengths are not opposite x13 6= −x23 andwithout loss of generality the vortices start at(x11(0), x12(0)) = (1, 0) and (x21(0), x22(0)) = (−1, 0) thenthe two vortices will rotate around the point
ξc = (ξc1, ξc
2) = (x13 − x23
x13 + x23, 0)
with angular velocity
ω =x13 + x23
4.
The induced flow will be momentarily stagnant at
ξs = (x23 − x13
x13 + x23, 0) = −ξc
but generally this stagnation point will rotate with the vorticesremaining on the line between their centers.The one exception is when the strengths are equal x13 = x23
for then the stagnation point is the center of rotation at (0, 0)and remains there.
![Page 82: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/82.jpg)
Two Vortex FlowSuppose that the strengths are not opposite x13 6= −x23 andwithout loss of generality the vortices start at(x11(0), x12(0)) = (1, 0) and (x21(0), x22(0)) = (−1, 0) thenthe two vortices will rotate around the point
ξc = (ξc1, ξc
2) = (x13 − x23
x13 + x23, 0)
with angular velocity
ω =x13 + x23
4.
The induced flow will be momentarily stagnant at
ξs = (x23 − x13
x13 + x23, 0) = −ξc
but generally this stagnation point will rotate with the vorticesremaining on the line between their centers.
The one exception is when the strengths are equal x13 = x23
for then the stagnation point is the center of rotation at (0, 0)and remains there.
![Page 83: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/83.jpg)
Two Vortex FlowSuppose that the strengths are not opposite x13 6= −x23 andwithout loss of generality the vortices start at(x11(0), x12(0)) = (1, 0) and (x21(0), x22(0)) = (−1, 0) thenthe two vortices will rotate around the point
ξc = (ξc1, ξc
2) = (x13 − x23
x13 + x23, 0)
with angular velocity
ω =x13 + x23
4.
The induced flow will be momentarily stagnant at
ξs = (x23 − x13
x13 + x23, 0) = −ξc
but generally this stagnation point will rotate with the vorticesremaining on the line between their centers.The one exception is when the strengths are equal x13 = x23
for then the stagnation point is the center of rotation at (0, 0)and remains there.
![Page 84: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/84.jpg)
Two Vortex Flow
When the vortices rotate on a circle or on a pair of concentriccircles, it is informative to consider the flow in the frame thatco-rotates with the vortices.
A co-rotating point is one where the flow appears stagnant inthis co-rotating frame.We are particularly interested in co-rotating points that arecollinear with the centers of the vortices.With the above assumptions, the collinear, co-rotating pointsare at (ξ1, 0) where ξ1 is a root of the cubic
ω(ξ1 − ξc1)(ξ
21 − 1) = x13(ξ1 + 1) + x23(ξ1 − 1)
When the orientations of the vortices are the same, there arealways three co-rotating points that are collinear with the vortexcenters.When the orientations of the vortices are opposite, there is onlyone co-rotating point that is collinear with the vortex centers.
![Page 85: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/85.jpg)
Two Vortex Flow
When the vortices rotate on a circle or on a pair of concentriccircles, it is informative to consider the flow in the frame thatco-rotates with the vortices.A co-rotating point is one where the flow appears stagnant inthis co-rotating frame.
We are particularly interested in co-rotating points that arecollinear with the centers of the vortices.With the above assumptions, the collinear, co-rotating pointsare at (ξ1, 0) where ξ1 is a root of the cubic
ω(ξ1 − ξc1)(ξ
21 − 1) = x13(ξ1 + 1) + x23(ξ1 − 1)
When the orientations of the vortices are the same, there arealways three co-rotating points that are collinear with the vortexcenters.When the orientations of the vortices are opposite, there is onlyone co-rotating point that is collinear with the vortex centers.
![Page 86: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/86.jpg)
Two Vortex Flow
When the vortices rotate on a circle or on a pair of concentriccircles, it is informative to consider the flow in the frame thatco-rotates with the vortices.A co-rotating point is one where the flow appears stagnant inthis co-rotating frame.We are particularly interested in co-rotating points that arecollinear with the centers of the vortices.
With the above assumptions, the collinear, co-rotating pointsare at (ξ1, 0) where ξ1 is a root of the cubic
ω(ξ1 − ξc1)(ξ
21 − 1) = x13(ξ1 + 1) + x23(ξ1 − 1)
When the orientations of the vortices are the same, there arealways three co-rotating points that are collinear with the vortexcenters.When the orientations of the vortices are opposite, there is onlyone co-rotating point that is collinear with the vortex centers.
![Page 87: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/87.jpg)
Two Vortex Flow
When the vortices rotate on a circle or on a pair of concentriccircles, it is informative to consider the flow in the frame thatco-rotates with the vortices.A co-rotating point is one where the flow appears stagnant inthis co-rotating frame.We are particularly interested in co-rotating points that arecollinear with the centers of the vortices.With the above assumptions, the collinear, co-rotating pointsare at (ξ1, 0) where ξ1 is a root of the cubic
ω(ξ1 − ξc1)(ξ
21 − 1) = x13(ξ1 + 1) + x23(ξ1 − 1)
When the orientations of the vortices are the same, there arealways three co-rotating points that are collinear with the vortexcenters.When the orientations of the vortices are opposite, there is onlyone co-rotating point that is collinear with the vortex centers.
![Page 88: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/88.jpg)
Two Vortex Flow
When the vortices rotate on a circle or on a pair of concentriccircles, it is informative to consider the flow in the frame thatco-rotates with the vortices.A co-rotating point is one where the flow appears stagnant inthis co-rotating frame.We are particularly interested in co-rotating points that arecollinear with the centers of the vortices.With the above assumptions, the collinear, co-rotating pointsare at (ξ1, 0) where ξ1 is a root of the cubic
ω(ξ1 − ξc1)(ξ
21 − 1) = x13(ξ1 + 1) + x23(ξ1 − 1)
When the orientations of the vortices are the same, there arealways three co-rotating points that are collinear with the vortexcenters.
When the orientations of the vortices are opposite, there is onlyone co-rotating point that is collinear with the vortex centers.
![Page 89: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/89.jpg)
Two Vortex Flow
When the vortices rotate on a circle or on a pair of concentriccircles, it is informative to consider the flow in the frame thatco-rotates with the vortices.A co-rotating point is one where the flow appears stagnant inthis co-rotating frame.We are particularly interested in co-rotating points that arecollinear with the centers of the vortices.With the above assumptions, the collinear, co-rotating pointsare at (ξ1, 0) where ξ1 is a root of the cubic
ω(ξ1 − ξc1)(ξ
21 − 1) = x13(ξ1 + 1) + x23(ξ1 − 1)
When the orientations of the vortices are the same, there arealways three co-rotating points that are collinear with the vortexcenters.When the orientations of the vortices are opposite, there is onlyone co-rotating point that is collinear with the vortex centers.
![Page 90: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/90.jpg)
Eulerian Observability of Two Vortex Flow
Two vortex flow is 6 dimensional and the one Eulerianobservation is 2 dimensional.
Numerical calculations indicate that the rank of
dh(x)
dLf(h)(x)
dL2f(h)(x)
is 6 if the observation and the vortices are not collinear.
When the two vortices and the Eulerian observation arecollinear, the rank is 5 except for a symmetric configurationwhere the rank is 3 .
![Page 91: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/91.jpg)
Eulerian Observability of Two Vortex Flow
Two vortex flow is 6 dimensional and the one Eulerianobservation is 2 dimensional.
Numerical calculations indicate that the rank of
dh(x)
dLf(h)(x)
dL2f(h)(x)
is 6 if the observation and the vortices are not collinear.
When the two vortices and the Eulerian observation arecollinear, the rank is 5 except for a symmetric configurationwhere the rank is 3 .
![Page 92: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/92.jpg)
Eulerian Observability of Two Vortex Flow
Two vortex flow is 6 dimensional and the one Eulerianobservation is 2 dimensional.
Numerical calculations indicate that the rank of
dh(x)
dLf(h)(x)
dL2f(h)(x)
is 6 if the observation and the vortices are not collinear.
When the two vortices and the Eulerian observation arecollinear, the rank is 5 except for a symmetric configurationwhere the rank is 3 .
![Page 93: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/93.jpg)
Eulerian Observability of Two Vortex Flow
A symmetric configuration is one satisfying
x21 = −x11
x22 = −x12
x23 = x13
with the observation at the origin.
The maximum observability rank for such a symmetricconfiguration is 3 = 6 − 3 as there are 3 ways that we canchange a configuration while keeping it symmetric.
Numerical calculations confirm that it is exactly 3 .
![Page 94: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/94.jpg)
Eulerian Observability of Two Vortex Flow
A symmetric configuration is one satisfying
x21 = −x11
x22 = −x12
x23 = x13
with the observation at the origin.
The maximum observability rank for such a symmetricconfiguration is 3 = 6 − 3 as there are 3 ways that we canchange a configuration while keeping it symmetric.
Numerical calculations confirm that it is exactly 3 .
![Page 95: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/95.jpg)
Eulerian Observability of Two Vortex Flow
A symmetric configuration is one satisfying
x21 = −x11
x22 = −x12
x23 = x13
with the observation at the origin.
The maximum observability rank for such a symmetricconfiguration is 3 = 6 − 3 as there are 3 ways that we canchange a configuration while keeping it symmetric.
Numerical calculations confirm that it is exactly 3 .
![Page 96: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/96.jpg)
Eulerian Observability of Two Vortex Flow
Except for the symmetric case, a collinear configuration is notinvariant under the dynamics if the observation is not at thecenter of rotation so the rank of
dh(x)
dLf(h)(x)
dL2f(h)(x)
immediately become 6 where the SORC holds.
![Page 97: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/97.jpg)
Eulerian Observability of Two Vortex Flow
If the observation is at the center of rotation the rank of
dh(x)
dLf(h)(x)
dL2f(h)(x)
remains 5 so SORC continues to not hold.
The direction not seen by the SORC one forms is that ofcollinearly moving the two vortices away from the observer whileincreasing their strengths.
Since the line between the centers is rotating, the ORC issatisfied.
![Page 98: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/98.jpg)
Eulerian Observability of Two Vortex Flow
If the observation is at the center of rotation the rank of
dh(x)
dLf(h)(x)
dL2f(h)(x)
remains 5 so SORC continues to not hold.
The direction not seen by the SORC one forms is that ofcollinearly moving the two vortices away from the observer whileincreasing their strengths.
Since the line between the centers is rotating, the ORC issatisfied.
![Page 99: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/99.jpg)
Eulerian Observability of Two Vortex Flow
If the observation is at the center of rotation the rank of
dh(x)
dLf(h)(x)
dL2f(h)(x)
remains 5 so SORC continues to not hold.
The direction not seen by the SORC one forms is that ofcollinearly moving the two vortices away from the observer whileincreasing their strengths.
Since the line between the centers is rotating, the ORC issatisfied.
![Page 100: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/100.jpg)
Lagrangian Observability of Two Vortex Flow
Consider two vortex flow with one Lagrangian observation.The extended state space is 8 dimensional and the observationis 2 dimensional.
Numerical calculations indicate that the rank of
dk(x)
dLg(k)(x)
dL2g(k)(x)
dL3g(k)(x)
is 8 except when the observation is collinear with the vortices.
When the two vortices and the Lagrangian observation arecollinear, the rank is 7 except for the symmetric case discussedabove where the rank is 5 = 8 − 3 .
![Page 101: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/101.jpg)
Lagrangian Observability of Two Vortex Flow
Consider two vortex flow with one Lagrangian observation.The extended state space is 8 dimensional and the observationis 2 dimensional.
Numerical calculations indicate that the rank of
dk(x)
dLg(k)(x)
dL2g(k)(x)
dL3g(k)(x)
is 8 except when the observation is collinear with the vortices.
When the two vortices and the Lagrangian observation arecollinear, the rank is 7 except for the symmetric case discussedabove where the rank is 5 = 8 − 3 .
![Page 102: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/102.jpg)
Lagrangian Observability of Two Vortex Flow
Consider two vortex flow with one Lagrangian observation.The extended state space is 8 dimensional and the observationis 2 dimensional.
Numerical calculations indicate that the rank of
dk(x)
dLg(k)(x)
dL2g(k)(x)
dL3g(k)(x)
is 8 except when the observation is collinear with the vortices.
When the two vortices and the Lagrangian observation arecollinear, the rank is 7 except for the symmetric case discussedabove where the rank is 5 = 8 − 3 .
![Page 103: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/103.jpg)
Lagrangian Observability of Two Vortex Flow
If the Lagrangian observer is not at a collinear, co-rotating pointthen it immediately moves off the line between the vortices andthen the SORC holds.
If the Lagrangian observer is at a collinear, co-rotating pointthen it remains collinear and so the SORC continues to not hold.
The direction not seen by the SORC one forms is that ofcollinearly moving the two vortices away from the observer whileincreasing their strengths.
Since the line between the centers is rotating, the ORC issatisfied.
![Page 104: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/104.jpg)
Lagrangian Observability of Two Vortex Flow
If the Lagrangian observer is not at a collinear, co-rotating pointthen it immediately moves off the line between the vortices andthen the SORC holds.
If the Lagrangian observer is at a collinear, co-rotating pointthen it remains collinear and so the SORC continues to not hold.
The direction not seen by the SORC one forms is that ofcollinearly moving the two vortices away from the observer whileincreasing their strengths.
Since the line between the centers is rotating, the ORC issatisfied.
![Page 105: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/105.jpg)
Lagrangian Observability of Two Vortex Flow
If the Lagrangian observer is not at a collinear, co-rotating pointthen it immediately moves off the line between the vortices andthen the SORC holds.
If the Lagrangian observer is at a collinear, co-rotating pointthen it remains collinear and so the SORC continues to not hold.
The direction not seen by the SORC one forms is that ofcollinearly moving the two vortices away from the observer whileincreasing their strengths.
Since the line between the centers is rotating, the ORC issatisfied.
![Page 106: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/106.jpg)
Lagrangian Observability of Two Vortex Flow
If the Lagrangian observer is not at a collinear, co-rotating pointthen it immediately moves off the line between the vortices andthen the SORC holds.
If the Lagrangian observer is at a collinear, co-rotating pointthen it remains collinear and so the SORC continues to not hold.
The direction not seen by the SORC one forms is that ofcollinearly moving the two vortices away from the observer whileincreasing their strengths.
Since the line between the centers is rotating, the ORC issatisfied.
![Page 107: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/107.jpg)
Extended Kalman Filtering
Observed dynamics
x = f(x)
y = h(x)
Continuous Time Extended Kalman Filter (EKF)
˙x(t) = f(x(t)) + P (t)H ′(t) (y(t) − h(x(t))
P (t) = F (t)P (t) + P (t)F ′(t) + Q(t)
−P (t)H ′(t)R−1(t)H(t)P (t)
where
F (t) =∂f
∂x(x(t))
H(t) =∂h
∂x(x(t))
![Page 108: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/108.jpg)
Extended Kalman Filtering
Observed dynamics
x = f(x)
y = h(x)
Continuous Time Extended Kalman Filter (EKF)
˙x(t) = f(x(t)) + P (t)H ′(t) (y(t) − h(x(t))
P (t) = F (t)P (t) + P (t)F ′(t) + Q(t)
−P (t)H ′(t)R−1(t)H(t)P (t)
where
F (t) =∂f
∂x(x(t))
H(t) =∂h
∂x(x(t))
![Page 109: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/109.jpg)
Extended Kalman Filtering
Four design parameters of the EKF,
x(0) Initial estimate
P (0) ≥ 0 Initial error covariance
Q(t) ≥ 0 Driving noise covariance
R(t) > 0 Observation noise covariance
![Page 110: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/110.jpg)
Reduced Order Extended Kalman Filtering
Observed dynamics
z1 = g1(z1, z2)
z2 = g2(z1, z2)
y = k(z1, z2) = z2
Reduced Order EKF (REKF)
˙z1(t) = g1(z1(t), y(t)) + P1(t)G′2(t) (y(t) − g2(z1(t), y(t))
P (t) = G1(t)P (t) + P (t)G′1(t) + Q1(t)
−P (t)G′2(t)Q
−12 (t)G2(t)P (t)
G1(t) =∂g1
∂z1(z1(t), y(t))
G2(t) =∂g2
∂z1(z1(t), y(t))
![Page 111: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/111.jpg)
Reduced Order Extended Kalman Filtering
Observed dynamics
z1 = g1(z1, z2)
z2 = g2(z1, z2)
y = k(z1, z2) = z2
Reduced Order EKF (REKF)
˙z1(t) = g1(z1(t), y(t)) + P1(t)G′2(t) (y(t) − g2(z1(t), y(t))
P (t) = G1(t)P (t) + P (t)G′1(t) + Q1(t)
−P (t)G′2(t)Q
−12 (t)G2(t)P (t)
G1(t) =∂g1
∂z1(z1(t), y(t))
G2(t) =∂g2
∂z1(z1(t), y(t))
![Page 112: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/112.jpg)
Three Filters of Two Vortex Flow
• Extended Kalman Filter with one Eulerian Observation atthe origin
• Extended Kalman Filter with one Lagrangian Observationstarting at the origin
• Reduced Order Extended Kalman Filter with oneLagrangian Observation starting at the origin
![Page 113: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/113.jpg)
Three Filters of Two Vortex Flow
• Extended Kalman Filter with one Eulerian Observation atthe origin
• Extended Kalman Filter with one Lagrangian Observationstarting at the origin
• Reduced Order Extended Kalman Filter with oneLagrangian Observation starting at the origin
![Page 114: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/114.jpg)
Three Filters of Two Vortex Flow
• Extended Kalman Filter with one Eulerian Observation atthe origin
• Extended Kalman Filter with one Lagrangian Observationstarting at the origin
• Reduced Order Extended Kalman Filter with oneLagrangian Observation starting at the origin
![Page 115: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/115.jpg)
Three Filters of Two Vortex Flow
Figure: Unequal vortices not collinear with the observation.
![Page 116: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/116.jpg)
Three Filters of Two Vortex Flow
Figure: Unequal vortices collinear with the observation.
![Page 117: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/117.jpg)
Three Filters of Two Vortex Flow
Figure: Unequal vortices collinear with the observation. Initial estimationerror in the null space of the SORC one forms.
![Page 118: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/118.jpg)
Three Filters of Two Vortex Flow
Figure: Two equal vortices symmetric with respect to the observation.
![Page 119: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/119.jpg)
Conclusion
It would be nice to extend the above results to multi-vortex flowwith multiple Eulerian and/or Lagrangian observations.
This is not possible analytically but may be numerically.
What about the asymptotic observability as the number ofvortices and observations goes to infinity.
What about the observability of more complex flows?
Which is better, Eulerian vs Lagrangian observations?
How do we target observation locations to maximizeobservability?
![Page 120: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/120.jpg)
Conclusion
It would be nice to extend the above results to multi-vortex flowwith multiple Eulerian and/or Lagrangian observations.
This is not possible analytically but may be numerically.
What about the asymptotic observability as the number ofvortices and observations goes to infinity.
What about the observability of more complex flows?
Which is better, Eulerian vs Lagrangian observations?
How do we target observation locations to maximizeobservability?
![Page 121: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/121.jpg)
Conclusion
It would be nice to extend the above results to multi-vortex flowwith multiple Eulerian and/or Lagrangian observations.
This is not possible analytically but may be numerically.
What about the asymptotic observability as the number ofvortices and observations goes to infinity.
What about the observability of more complex flows?
Which is better, Eulerian vs Lagrangian observations?
How do we target observation locations to maximizeobservability?
![Page 122: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/122.jpg)
Conclusion
It would be nice to extend the above results to multi-vortex flowwith multiple Eulerian and/or Lagrangian observations.
This is not possible analytically but may be numerically.
What about the asymptotic observability as the number ofvortices and observations goes to infinity.
What about the observability of more complex flows?
Which is better, Eulerian vs Lagrangian observations?
How do we target observation locations to maximizeobservability?
![Page 123: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/123.jpg)
Conclusion
It would be nice to extend the above results to multi-vortex flowwith multiple Eulerian and/or Lagrangian observations.
This is not possible analytically but may be numerically.
What about the asymptotic observability as the number ofvortices and observations goes to infinity.
What about the observability of more complex flows?
Which is better, Eulerian vs Lagrangian observations?
How do we target observation locations to maximizeobservability?
![Page 124: ajkrener@nps - UMDide/data/meetings/birs... · Observability of Nonlinear Dynamics x˙ = f(x) y = h(x) x(0) = x0 x ∈ IRn, y ∈ IRp, p ≤ n The system is observable if the map](https://reader034.fdocuments.us/reader034/viewer/2022052004/6017e6bd4b13174f2e663a54/html5/thumbnails/124.jpg)
Conclusion
It would be nice to extend the above results to multi-vortex flowwith multiple Eulerian and/or Lagrangian observations.
This is not possible analytically but may be numerically.
What about the asymptotic observability as the number ofvortices and observations goes to infinity.
What about the observability of more complex flows?
Which is better, Eulerian vs Lagrangian observations?
How do we target observation locations to maximizeobservability?