Abstract
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.
