Cluster-based Bayesian approach for noisy and sparse data: application to flow-state estimation

Abstract

This study presents a cluster-based Bayesian methodology for state estimation under realistic conditions including noisy data from sparse sensors. The proposed approach is interpretable and, building upon previous work on transition networks, explicitly accounts for experimental noise within the data-driven framework by means of data clustering. Experimental measurements are exploited, beyond model training, to quantify the degree of uncertainty (noise) for each trained state. Such noise levels are eventually associated with probability distributions that, when combined with Bayes’ theorem, allow us to perform real-time state estimation. The proposed methodology is tested on two cases of challenging flows generated by an accelerating elliptical plate and also a delta wing experiencing gusts. Results specifically indicate that the proposed approach is robust against the number of clusters, enabling state estimation with a significant order reduction, notably decreasing the computational cost while preserving estimation accuracy. Based on the present findings, the proposed data-driven approach can be employed for realistic state estimation in nonlinear systems where noise, sensor sparsity and nonlinearities represent a challenging scenario.