A function space approach to state and model error estimation for elliptic systems

An approach is advanced for the concurrent estimation of the state and of the model errors of a system described by elliptic equations. The estimates are obtained by a deterministic least-squares approach that seeks to minimize a quadratic functional of the model errors, or equivalently, to find the vector of smallest norm subject to linear constraints in a suitably defined function space. The minimum norm solution can be obtained by solving either a Fredholm integral equation of the second kind for the case with continuously distributed data or a related matrix equation for the problem with discretely located measurements. Solution of either one of these equations is obtained in a batch-processing mode in which all of the data is processed simultaneously or, in certain restricted geometries, in a spatially scanning mode in which the data is processed recursively. After the methods for computation of the optimal estimates are developed, an analysis of the second-order statistics of the estimates and of the corresponding estimation error is conducted. Based on this analysis, explicit expressions for the mean-square estimation error associated with both the state and model error estimates are then developed.