System identification: theory for the user
System identification: theory for the user
Estimation with Applications to Tracking and Navigation
Estimation with Applications to Tracking and Navigation
Dirichlet Problems for some Hamilton-Jacobi Equations with Inequality Constraints
SIAM Journal on Control and Optimization
Convex Formulations of Data Assimilation Problems for a Class of Hamilton-Jacobi Equations
SIAM Journal on Control and Optimization
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This article proposes a new method for sensor fault detection, applicable to systems modeled by conservation laws. The state of the system is modeled by a Hamilton-Jacobi equation, in which the Hamiltonian is uncertain. Using a Lax-Hopf formula, we show that any local measurement of the state of the system restricts the allowed set of possible values of other local measurements. We derive these constraints explicitly for arbitrary Hamilton-Jacobi equations. We apply this framework to sensor fault detection, and pose the problem finding the minimal possible sensor error (minimal error certificate) as a set of convex programs. We illustrate the performance of the resulting algorithms for a highway traffic flow monitoring sensor network in the San-Francisco Bay Area.