Stochastic estimation and proper orthogonal decomposition: Complementary techniques for identifying structure

J. P. Bonnet, D. R. Cole, J. Delville, M. N. Glauser, L. S. Ukeiley

Research output: Contribution to journalArticlepeer-review

217 Scopus citations


The Proper Orthogonal Decomposition (POD) as introduced by Lumley and the Linear Stochastic Estimation (LSE) as introduced by Adrian are used to identify structure in the axisymmetric jet shear layer and the 2-D mixing layer. In this paper we will briefly discuss the application of each method, then focus on a novel technique which employs the strengths of each. This complementary technique consists of projecting the estimated velocity field obtained from application of LSE onto the POD eigenfunctions to obtain estimated random coefficients. These estimated random coefficients are then used in conjunction with the POD eigenfunctions to reconstruct the estimated random velocity field. A qualitative comparison between the first POD mode representation of the estimated random velocity field and that obtained utilizing the original measured field indicates that the two are remarkably similar, in both flows. In order to quantitatively assess the technique, the root mean square (RMS) velocities are computed from the estimated and original velocity fields and comparisons made. In both flows the RMS velocities captured using the first POD mode of the estimated field are very close to those obtained from the first POD mode of the unestimated original field. These results show that the complementary technique, which combines LSE and POD, allows one to obtain time dependent information from the POD while greatly reducing the amount of instantaneous data required. Hence, it may not be necessary to measure the instantaneous velocity field at all points in space simultaneously to obtain the phase of the structures, but only at a few select spatial positions. Moreover, this type of an approach can possibly be used to verify or check low dimensional dynamical systems models for the POD coefficients (for the first POD mode) which are currently being developed for both of these flows.

Original languageEnglish (US)
Pages (from-to)307-314
Number of pages8
JournalExperiments in Fluids
Issue number5
StatePublished - Sep 1994
Externally publishedYes

ASJC Scopus subject areas

  • Computational Mechanics
  • Mechanics of Materials
  • General Physics and Astronomy
  • Fluid Flow and Transfer Processes


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