In this paper we investigate the performance of projection-based low-rank approximations in Kalman filtering. For large-scale gas pipeline networks structure-preserving model order reduction has turned out to be an advantageous way to compute accurate solutions with much less computational effort. For state estimation we propose to combine these low-rank models with Kalman filtering and show the advantages of this procedure to established low-rank Kalman filters in terms of efficiency and quality of the estimate.
@article{arxiv.2007.15988,
title = {Efficient State Estimation for Gas Pipeline Networks via Low-Rank Approximations},
author = {Nadine Stahl and Nicole Marheineke},
journal= {arXiv preprint arXiv:2007.15988},
year = {2021}
}