• Title/Summary/Keyword: background error covariance matrix

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An Affordable Implementation of Kalman Filter by Eliminating the Explicit Temporal Evolution of the Background Error Covariance Matrix (칼만필터의 자료동화 활용을 위한 배경오차 공분산의 명시적 시간 진전 제거)

  • Lim, Gyu-Ho;Suh, Ae-Sook;Ha, Ji-Hyun
    • Atmosphere
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    • v.23 no.1
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    • pp.33-37
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    • 2013
  • In meteorology, exploitation of Kalman filter as a data assimilation system is virtually impossible due to simultaneous requirements of adjoint model and large computer resource. The other substitute of utilizing ensemble Kalman filter is only affordable by compensating an enormous usage of computing resource. Furthermore, the latter employs ensemble integration sets for evolving the background error covariance matrix by compensating the dynamical feature of the temporal evolution of weather conditions. We propose a new implementation method that works without the adjoint model by utilizing the explicit expression of the background error covariance matrix in backward evolution. It will also break a barrier in the evolution of the covariance matrix. The method may be applied with a slight modification to the real time assimilation or the retrospective analysis.

Inverse Model Parameter Estimation Based on Sensitivity Analysis for Improvement of PM10 Forecasting (PM10 예보 향상을 위한 민감도 분석에 의한 역모델 파라메터 추정)

  • Yu, Suk Hyun;Koo, Youn Seo;Kwon, Hee Yong
    • Journal of Korea Multimedia Society
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    • v.18 no.7
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    • pp.886-894
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    • 2015
  • In this paper, we conduct sensitivity analysis of parameters used for inverse modeling in order to estimate the PM10 emissions from the 16 areas in East Asia accurately. Parameters used in sensitivity analysis are R, the observational error covariance matrix, and B, a priori (background) error covariance matrix. In previous studies, it was used with the predetermined parameter empirically. Such a method, however, has difficulties in estimating an accurate emissions. Therefore, an automatically determining method for the most suitable value of R and B with an error measurement criteria and posteriori emissions accuracy is required. We determined the parameters through a sensitivity analysis, and improved the accuracy of posteriori emissions estimation. Inverse modeling methods used in the emissions estimation are pseudo inverse, NNLS (Nonnegative Least Square), and BA(Bayesian Approach). Pseudo inverse has a small error, but has negative values of emissions. In order to resolve the problem, NNLS is used. It has a unrealistic emissions, too. The problems are resolved with BA(Bayesian Approach). We showed the effectiveness and the accuracy of three methods through case studies.

Gaussian noise addition approaches for ensemble optimal interpolation implementation in a distributed hydrological model

  • Manoj Khaniya;Yasuto Tachikawa;Kodai Yamamoto;Takahiro Sayama;Sunmin Kim
    • Proceedings of the Korea Water Resources Association Conference
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    • 2023.05a
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    • pp.25-25
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    • 2023
  • The ensemble optimal interpolation (EnOI) scheme is a sub-optimal alternative to the ensemble Kalman filter (EnKF) with a reduced computational demand making it potentially more suitable for operational applications. Since only one model is integrated forward instead of an ensemble of model realizations, online estimation of the background error covariance matrix is not possible in the EnOI scheme. In this study, we investigate two Gaussian noise based ensemble generation strategies to produce dynamic covariance matrices for assimilation of water level observations into a distributed hydrological model. In the first approach, spatially correlated noise, sampled from a normal distribution with a fixed fractional error parameter (which controls its standard deviation), is added to the model forecast state vector to prepare the ensembles. In the second method, we use an adaptive error estimation technique based on the innovation diagnostics to estimate this error parameter within the assimilation framework. The results from a real and a set of synthetic experiments indicate that the EnOI scheme can provide better results when an optimal EnKF is not identified, but performs worse than the ensemble filter when the true error characteristics are known. Furthermore, while the adaptive approach is able to reduce the sensitivity to the fractional error parameter affecting the first (non-adaptive) approach, results are usually worse at ungauged locations with the former.

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Enhanced Spatial Covariance Matrix Estimation for Asynchronous Inter-Cell Interference Mitigation in MIMO-OFDMA System (3GPP LTE MIMO-OFDMA 시스템의 인접 셀 간섭 완화를 위한 개선된 Spatial Covariance Matrix 추정 기법)

  • Moon, Jong-Gun;Jang, Jun-Hee;Han, Jung-Su;Kim, Sung-Soo;Kim, Yong-Serk;Choi, Hyung-Jin
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.34 no.5C
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    • pp.527-539
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    • 2009
  • In this paper, we propose an asynchonous ICI (Inter-Cell Interference) mitigation techniques for 3GPP LTE MIMO-OFDMA down-link receiver. An increasing in symbol timing misalignments may occur relative to sychronous network as the result of BS (Base Station) timing differences. Such symbol synchronization errors that exceed the guard interval or the cyclic prefix duration may result in MAI (Multiple Access Interference) for other carriers. In particular, at the cell boundary, this MAI becomes a critical factor, leading to degraded channel throughput and severe asynchronous ICI. Hence, many researchers have investigated the interference mitigation method in the presence of asynchronous ICI and it appears that the knowledge of the SCM (Spatial Covariance Matrix) of the asynchronous ICI plus background noise is an important issue. Generally, it is assumed that the SCM estimated by using training symbols. However, it is difficult to measure the interference statistics for a long time and training symbol is also not appropriate for MIMO-OFDMA system such as LTE. Therefore, a noise reduction method is required to improve the estimation accuracy. Although the conventional time-domain low-pass type weighting method can be effective for noise reduction, it causes significant estimation error due to the spectral leakage in practical OFDM system. Therefore, we propose a time-domain sinc type weighing method which can not only reduce the noise effectively minimizing estimation error caused by the spectral leakage but also implement frequency-domain moving average filter easily. By using computer simulation, we show that the proposed method can provide up to 3dB SIR gain compared with the conventional method.

Experimental Study of Estimating the Optimized Parameters in OI (서남해안 관측자료를 활용한 OI 자료동화의 최적 매개변수 산정 연구)

  • Gu, Bon-Ho;Woo, Seung-Buhm;Kim, Sangil
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.31 no.6
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    • pp.458-467
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    • 2019
  • The purpose of this study is the suggestion of optimized parameters in OI (Optimal Interpolation) by experimental study. The observation of applying optimal interpolation is ADCP (Acoustic Doppler Current Profiler) data at the southwestern sea of Korea. FVCOM (Finite Volume Coastal Ocean Model) is used for the barotropic model. OI is to the estimation of the gain matrix by a minimum value between the background error covariance and the observation error covariance using the least square method. The scaling factor and correlation radius are very important parameters for OI. It is used to calculate the weight between observation data and model data in the model domain. The optimized parameters from the experiments were found by the Taylor diagram. Constantly each observation point requires optimizing each parameter for the best assimilation. Also, a high accuracy of numerical model means background error covariance is low and then it can decrease all of the parameters in OI. In conclusion, it is expected to have prepared the foundation for research for the selection of ocean observation points and the construction of ocean prediction systems in the future.

Convergence Analysis of Noise Robust Modified AP(affine projection) Algorithm

  • Kim, Hyun-Tae;Park, Jang-Sik
    • Journal of information and communication convergence engineering
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    • v.8 no.1
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    • pp.23-28
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    • 2010
  • According to increasing projection order, the AP algorithm bas noise amplification problem in large background noise. This phenomenon degrades the performances of the AP algorithm. In this paper, we analyze convergence characteristic of the AP algorithm and then suggest a noise robust modified AP algorithm for reducing this problem. The proposed algorithm normalizes the update equation to reduce noise amplification of AP algorithm, by adding the multiplication of error power and projection order to auto-covariance matrix of input signal. By computer simulation, we show the improved performance than conventional AP algorithm.

Analysis of simulation results using statistical models (통계모형을 이용하여 모의실험 결과 분석하기)

  • Kim, Ji-Hyun;Kim, Bongseong
    • The Korean Journal of Applied Statistics
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    • v.34 no.5
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    • pp.761-772
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    • 2021
  • Simulation results for the comparison of estimators of interest are usually reported in tables or plots. However, if the simulations are conducted under various conditions for many estimators, the comparison can be difficult to be made with tables or plots. Furthermore, for algorithms that take a long time to run, the number of iterations of the simulation is costly to to be increased. The analysis of simulation results using regression models allows us to compare the estimators more systematically and effectively. Since variances in performance measures may vary depending on the simulation conditions and estimators, the heteroscedasticity of the error term should be allowed in the regression model. And multiple comparisons should be made because multiple estimators should be compared simultaneously. We introduce background theories of heteroscedasticity and multiple comparisons in the context of analyzing simulation results. We also present a concrete example.