TY - JOUR

T1 - Solutions to estimation problems for scalar hamilton-jacobi equations using linear programming

AU - Claudel, Christian G.

AU - Chamoin, Timothee

AU - Bayen, Alexandre M.

N1 - KAUST Repository Item: Exported on 2020-10-01

PY - 2014/1

Y1 - 2014/1

N2 - This brief presents new convex formulations for solving estimation problems in systems modeled by scalar Hamilton-Jacobi (HJ) equations. Using a semi-analytic formula, we show that the constraints resulting from a HJ equation are convex, and can be written as a set of linear inequalities. We use this fact to pose various (and seemingly unrelated) estimation problems related to traffic flow-engineering as a set of linear programs. In particular, we solve data assimilation and data reconciliation problems for estimating the state of a system when the model and measurement constraints are incompatible. We also solve traffic estimation problems, such as travel time estimation or density estimation. For all these problems, a numerical implementation is performed using experimental data from the Mobile Century experiment. In the context of reproducible research, the code and data used to compute the results presented in this brief have been posted online and are accessible to regenerate the results. © 2013 IEEE.

AB - This brief presents new convex formulations for solving estimation problems in systems modeled by scalar Hamilton-Jacobi (HJ) equations. Using a semi-analytic formula, we show that the constraints resulting from a HJ equation are convex, and can be written as a set of linear inequalities. We use this fact to pose various (and seemingly unrelated) estimation problems related to traffic flow-engineering as a set of linear programs. In particular, we solve data assimilation and data reconciliation problems for estimating the state of a system when the model and measurement constraints are incompatible. We also solve traffic estimation problems, such as travel time estimation or density estimation. For all these problems, a numerical implementation is performed using experimental data from the Mobile Century experiment. In the context of reproducible research, the code and data used to compute the results presented in this brief have been posted online and are accessible to regenerate the results. © 2013 IEEE.

UR - http://hdl.handle.net/10754/563304

UR - http://ieeexplore.ieee.org/document/6473924/

UR - http://www.scopus.com/inward/record.url?scp=84891558548&partnerID=8YFLogxK

U2 - 10.1109/TCST.2013.2238940

DO - 10.1109/TCST.2013.2238940

M3 - Article

SN - 1063-6536

VL - 22

SP - 273

EP - 280

JO - IEEE Transactions on Control Systems Technology

JF - IEEE Transactions on Control Systems Technology

IS - 1

ER -