Hostname: page-component-8448b6f56d-42gr6 Total loading time: 0 Render date: 2024-04-17T19:20:41.223Z Has data issue: false hasContentIssue false

Leveraging reduced-order models for state estimation using deep learning

Published online by Cambridge University Press:  09 June 2020

Nirmal J. Nair*
Affiliation:
Department of Aerospace Engineering, University of Illinois at Urbana–Champaign, Urbana IL 61801, USA
Andres Goza
Affiliation:
Department of Aerospace Engineering, University of Illinois at Urbana–Champaign, Urbana IL 61801, USA
*
Email address for correspondence: njn2@illinois.edu

Abstract

State estimation is key to both analysing physical mechanisms and enabling real-time control of fluid flows. A common estimation approach is to relate sensor measurements to a reduced state governed by a reduced-order model (ROM). (When desired, the full state can be recovered via the ROM.) Current methods in this category nearly always use a linear model to relate the sensor data to the reduced state, which often leads to restrictions on sensor locations and has inherent limitations in representing the generally nonlinear relationship between the measurements and reduced state. We propose an alternative methodology whereby a neural network architecture is used to learn this nonlinear relationship. A neural network is a natural choice for this estimation problem, as a physical interpretation of the reduced state–sensor measurement relationship is rarely obvious. The proposed estimation framework is agnostic to the ROM employed, and can be incorporated into any choice of ROMs derived on a linear subspace (e.g. proper orthogonal decomposition) or a nonlinear manifold. The proposed approach is demonstrated on a two-dimensional model problem of separated flow around a flat plate, and is found to outperform common linear estimation alternatives.

Type
JFM Rapids
Copyright
© The Author(s), 2020. Published by Cambridge University Press

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Adrian, R. J. 1975 On the role of conditional averages in turbulence theory. In Proceedings of the 4th Biennial Symposium on Turbulence in Liquids, pp. 323332. Science Press.Google Scholar
Amsallem, D., Zahr, M. J. & Farhat, C. 2012 Nonlinear model order reduction based on local reduced-order bases. Intl J. Numer. Meth. Engng 92 (10), 891916.CrossRefGoogle Scholar
Bright, I., Lin, G. & Kutz, J. N. 2013 Compressive sensing based machine learning strategy for characterizing the flow around a cylinder with limited pressure measurements. Phys. Fluids 25 (12), 127102.CrossRefGoogle Scholar
Brunton, B. W., Brunton, S. L., Proctor, J. L. & Kutz, J. N.2013 Optimal sensor placement and enhanced sparsity for classification. arXiv:1310.4217.Google Scholar
Brunton, S. L., Noack, B. R. & Koumoutsakos, P. 2020 Machine learning for fluid mechanics. Annu. Rev. Fluid Mech. 52, 477508.CrossRefGoogle Scholar
Callaham, J. L., Maeda, K. & Brunton, S. L. 2019 Robust flow reconstruction from limited measurements via sparse representation. Phys. Rev. Fluids 4 (10), 103907.CrossRefGoogle Scholar
Candes, E. J. & Tao, T. 2006 Near-optimal signal recovery from random projections: universal encoding strategies? IEEE Trans. Inf. Theory 52 (12), 54065425.CrossRefGoogle Scholar
Clark, E., Askham, T., Brunton, S. L. & Kutz, J. N. 2018 Greedy sensor placement with cost constraints. IEEE Sensors J. 19 (7), 26422656.CrossRefGoogle Scholar
Colonius, T. & Taira, K. 2008 A fast immersed boundary method using a nullspace approach and multi-domain far-field boundary conditions. Comput. Meth. Appl. Mech. Engng 197 (25–28), 21312146.CrossRefGoogle Scholar
Darakananda, D., da Silva, A., Colonius, T. & Eldredge, J. D. 2018 Data-assimilated low-order vortex modeling of separated flows. Phys. Rev. Fluids 3 (12), 124701.CrossRefGoogle Scholar
Erichson, N. B., Mathelin, L., Yao, Z., Brunton, S. L., Mahoney, M. W. & Kutz, J. N.2019 Shallow learning for fluid flow reconstruction with limited sensors and limited data. arXiv:1902.07358.CrossRefGoogle Scholar
Everson, R. & Sirovich, L. 1995 Karhunen–Loève procedure for gappy data. J. Opt. Soc. Am. A 12 (8), 16571664.CrossRefGoogle Scholar
Goodfellow, I., Bengio, Y. & Courville, A. 2016 Deep Learning. MIT Press.Google Scholar
Gordon, N. J., Salmond, D. J. & Smith, A. F. M. 1993 Novel approach to nonlinear/non-Gaussian Bayesian state estimation. In IEE proceedings F (Radar and Signal Processing), vol. 140, pp. 107113.Google Scholar
Hou, W., Darakananda, D. & Eldredge, J. D. 2019 Machine-learning-based detection of aerodynamic disturbances using surface pressure measurements. AIAA J. 57 (12), 50795093.CrossRefGoogle Scholar
Kalman, R. E. 1960 A new approach to linear filtering and prediction problems. Trans. ASME J. Basic Engng 82 (1), 3545.CrossRefGoogle Scholar
Kikuchi, R., Misaka, T. & Obayashi, S. 2015 Assessment of probability density function based on POD reduced-order model for ensemble-based data assimilation. Fluid Dyn. Res. 47 (5), 051403.CrossRefGoogle Scholar
Lee, K. & Carlberg, K. T. 2019 Model reduction of dynamical systems on nonlinear manifolds using deep convolutional autoencoders. J. Comput. Phys. 404, 108973.Google Scholar
Loiseau, J., Noack, B. R. & Brunton, S. L. 2018 Sparse reduced-order modelling: sensor-based dynamics to full-state estimation. J. Fluid Mech. 844, 459490.CrossRefGoogle Scholar
Lumley, J. L. 1967 The structure of inhomogeneous turbulence. In Atmospheric Turbulence and Wave Propagation (ed. Yaglom, A. M. & Tatarsky, V. I.), pp. 166176. Nauka.Google Scholar
Mallat, S. 2016 Understanding deep convolutional networks. Phil. Trans. R. Soc. A 374 (2065), 20150203.Google ScholarPubMed
Manohar, K., Brunton, B. W., Kutz, J. N. & Brunton, S. L. 2018 Data-driven sparse sensor placement for reconstruction: demonstrating the benefits of exploiting known patterns. IEEE Control. Syst. Mag. 38 (3), 6386.Google Scholar
Murray, N. E. & Ukeiley, L. S. 2007 Modified quadratic stochastic estimation of resonating subsonic cavity flow. J. Turbul. 8, N53.Google Scholar
Otto, S. E. & Rowley, C. W. 2019 Linearly recurrent autoencoder networks for learning dynamics. SIAM J. Appl. Dyn. Syst. 18 (1), 558593.CrossRefGoogle Scholar
Podvin, B., Nguimatsia, S., Foucaut, J., Cuvier, C. & Fraigneau, Y. 2018 On combining linear stochastic estimation and proper orthogonal decomposition for flow reconstruction. Exp. Fluids 59 (3), 58.CrossRefGoogle Scholar
Sargsyan, S., Brunton, S. L. & Kutz, J. N. 2015 Nonlinear model reduction for dynamical systems using sparse sensor locations from learned libraries. Phys. Rev. E 92 (3), 033304.Google ScholarPubMed
Schmid, P. J. 2010 Dynamic mode decomposition of numerical and experimental data. J. Fluid Mech. 656, 528.CrossRefGoogle Scholar
Taylor, J. A. & Glauser, M. N. 2004 Towards practical flow sensing and control via POD and LSE based low-dimensional tools. Trans. ASME J. Fluids Engng 126 (3), 337345.CrossRefGoogle Scholar
Tu, J. H., Griffin, J., Hart, A., Rowley, C. W., Cattafesta, L. N. & Ukeiley, L. S. 2013 Integration of non-time-resolved PIV and time-resolved velocity point sensors for dynamic estimation of velocity fields. Exp. Fluids 54 (2), 1429.CrossRefGoogle Scholar
Willcox, K. & Peraire, J. 2002 Balanced model reduction via the proper orthogonal decomposition. AIAA J. 40 (11), 23232330.CrossRefGoogle Scholar