Balancing robustness and optimality in sensor placement for dynamic state estimation

Abstract The paper derives a Lyapunov equation whose solution is the sensitivity of the Kalman filter state error covariance matrix to structured and parametric model errors in the stiffness and damping of structural systems. This result is utilized to propose an expression to balance optimality and robustness for sensor placement in the presence of parametric model uncertainties. The proposed expressions are successfully verified and illustrated using a six-story steel moment-resisting frame subjected to a ground motion in the presence of uncertainty in element and support stiffness properties.

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