• Title/Summary/Keyword: ensemble Kalman filter

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Application of Carbon Tracking System based on Ensemble Kalman Filter on the Diagnosis of Carbon Cycle in Asia (앙상블 칼만 필터 기반 탄소추적시스템의 아시아 지역 탄소 순환 진단에의 적용)

  • Kim, JinWoong;Kim, Hyun Mee;Cho, Chun-Ho
    • Atmosphere
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    • v.22 no.4
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    • pp.415-427
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    • 2012
  • $CO_2$ is the most important trace gas related to climate change. Therefore, understanding surface carbon sources and sinks is important when seeking to estimate the impact of $CO_2$ on the environment and climate. CarbonTracker, developed by NOAA, is an inverse modeling system that estimates surface carbon fluxes using an ensemble Kalman filter with atmospheric $CO_2$ measurements as a constraint. In this study, to investigate the capability of CarbonTracker as an analysis tool for estimating surface carbon fluxes in Asia, an experiment with a nesting domain centered in Asia is performed. In general, the results show that setting a nesting domain centered in Asia region enables detailed estimations of surface carbon fluxes in Asia. From a rank histogram, the prior ensemble spread verified at observational sites located in Asia is well represented with a relatively flat rank histogram. The posterior flux in the Eurasian Boreal and Eurasian Temperate regions is well analyzed with proper seasonal cycles and amplitudes. On the other hand, in tropical regions of Asia, the posterior flux does not differ greatly from the prior flux due to fewer $CO_2$ observations. The root mean square error of the model $CO_2$ calculated by the posterior flux is less than the model $CO_2$ calculated by the prior flux, implying that CarbonTracker based on the ensemble Kalman filter works appropriately for the Asia region.

Stochastic Simple Hydrologic Partitioning Model Associated with Markov Chain Monte Carlo and Ensemble Kalman Filter (마코프 체인 몬테카를로 및 앙상블 칼만필터와 연계된 추계학적 단순 수문분할모형)

  • Choi, Jeonghyeon;Lee, Okjeong;Won, Jeongeun;Kim, Sangdan
    • Journal of Korean Society on Water Environment
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    • v.36 no.5
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    • pp.353-363
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    • 2020
  • Hydrologic models can be classified into two types: those for understanding physical processes and those for predicting hydrologic quantities. This study deals with how to use the model to predict today's stream flow based on the system's knowledge of yesterday's state and the model parameters. In this regard, for the model to generate accurate predictions, the uncertainty of the parameters and appropriate estimates of the state variables are required. In this study, a relatively simple hydrologic partitioning model is proposed that can explicitly implement the hydrologic partitioning process, and the posterior distribution of the parameters of the proposed model is estimated using the Markov chain Monte Carlo approach. Further, the application method of the ensemble Kalman filter is proposed for updating the normalized soil moisture, which is the state variable of the model, by linking the information on the posterior distribution of the parameters and by assimilating the observed steam flow data. The stochastically and recursively estimated stream flows using the data assimilation technique revealed better representation of the observed data than the stream flows predicted using the deterministic model. Therefore, the ensemble Kalman filter in conjunction with the Markov chain Monte Carlo approach could be a reliable and effective method for forecasting daily stream flow, and it could also be a suitable method for routinely updating and monitoring the watershed-averaged soil moisture.

Stochastic Continuous Storage Function Model with Ensemble Kalman Filtering (II) : Application and Verification (앙상블 칼만필터를 연계한 추계학적 연속형 저류함수모형 (II) : - 적용 및 검증 -)

  • Lee, Byong-Ju;Bae, Deg-Hyo;Shamir, Eylon
    • Journal of Korea Water Resources Association
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    • v.42 no.11
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    • pp.963-972
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    • 2009
  • The objective of this study is to evaluate an application of stochastic continuous storage function model with ensemble Kalman filter technique. The case study is performed at the upstream basin of Jibo streamflow gauge including Andong and Imha dam. Test period is for the rainy season during 2006 and 2007. Long term runoff analysis is feasible in the case of using deterministic model. Ensemble members for input data and parameters are generated using Monte Carlo simulation for the purpose of applying ensemble Kalman filter technique. The cumulative absolute errors of stochastic model to the deterministic one are improved for the amount of 17.5 %, 18.3 % and more than 40.0 % for Andong dam, Imha dam and Jibo station, respectively. The results indicate that the stochastic model improves the accuracy of the simulated discharge considerably.

Typhoon Wukong (200610) Prediction Based on The Ensemble Kalman Filter and Ensemble Sensitivity Analysis (앙상블 칼만 필터를 이용한 태풍 우쿵 (200610) 예측과 앙상블 민감도 분석)

  • Park, Jong Im;Kim, Hyun Mee
    • Atmosphere
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    • v.20 no.3
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    • pp.287-306
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    • 2010
  • An ensemble Kalman filter (EnKF) with Weather Research and Forecasting (WRF) Model is applied for Typhoon Wukong (200610) to investigate the performance of ensemble forecasts depending on experimental configurations of the EnKF. In addition, the ensemble sensitivity analysis is applied to the forecast and analysis ensembles generated in EnKF, to investigate the possibility of using the ensemble sensitivity analysis as the adaptive observation guidance. Various experimental configurations are tested by changing model error, ensemble size, assimilation time window, covariance relaxation, and covariance localization in EnKF. First of all, experiments using different physical parameterization scheme for each ensemble member show less root mean square error compared to those using single physics for all the forecast ensemble members, which implies that considering the model error is beneficial to get better forecasts. A larger number of ensembles are also beneficial than a smaller number of ensembles. For the assimilation time window, the experiment using less frequent window shows better results than that using more frequent window, which is associated with the availability of observational data in this study. Therefore, incorporating model error, larger ensemble size, and less frequent assimilation window into the EnKF is beneficial to get better prediction of Typhoon Wukong (200610). The covariance relaxation and localization are relatively less beneficial to the forecasts compared to those factors mentioned above. The ensemble sensitivity analysis shows that the sensitive regions for adaptive observations can be determined by the sensitivity of the forecast measure of interest to the initial ensembles. In addition, the sensitivities calculated by the ensemble sensitivity analysis can be explained by dynamical relationships established among wind, temperature, and pressure.

Tire Lateral Force Estimation System Using Nonlinear Kalman Filter (비선형 Kalman Filter를 사용한 타이어 횡력 추정 시스템)

  • Lee, Dong-Hun;Kim, In-Keun;Huh, Kun-Soo
    • Transactions of the Korean Society of Automotive Engineers
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    • v.20 no.6
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    • pp.126-131
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    • 2012
  • Tire force is one of important parameters which determine vehicle dynamics. However, it is hard to measure tire force directly through sensors. Not only the sensor is expensive but also installation of sensors on harsh environments is difficult. Therefore, estimation algorithms based on vehicle dynamic models are introduced to estimate the tire forces indirectly. In this paper, an estimation system for estimating lateral force and states is suggested. The state-space equation is constructed based on the 3-DOF bicycle model. Extended Kalman Filter, Unscented Kalman Filter and Ensemble Kalman Filter are used for estimating states on the nonlinear system. Performance of each algorithm is evaluated in terms of RMSE (Root Mean Square Error) and maximum error.

Flood Forecasting by using Distributed Models with Ensemble Kalman Filter (앙상블 칼만필터 이론을 이용한 분포형모델의 홍수유출예측)

  • Park, Hyo-Gil;Choi, Hyun-Il;Jee, Hong-Kee
    • Proceedings of the Korea Water Resources Association Conference
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    • 2009.05a
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    • pp.27-31
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    • 2009
  • 홍수피해를 예방할 수 있는 대책에는 여러 가지 방법이 있으나 비구조물적인 방법 중에서 대표적인 것이 홍수예경보이다. 이에 합리적인 설계홍수량 산정을 위해 하천유역에서 강우-유출과정의 정확한 해석과 유출예측은 수자원의 효율적인 활용과 하천의 이수, 치수를 위한 수문학적 해석에 있어서 매우 중요하며, 이를 위해서는 강우로부터 정도 높은 유출량 예측이 요구된다. 뿐만 아니라 하천범람 등의 재해로부터 인명과 재산을 보호하기 위한 홍수예경보 시스템의 구축이 필요하다. 홍수예경보 시스템의 효율적인 관리를 위해서는 실시간 홍수예측(Real-time Flood Prediction)기법의 개발이 필요하다. 홍수유출모형에 있어 공간적 변화특성과 평균 강우량의 공간분포를 반영할 수 있는 분포형 매개변수 모형(Distributed-Parameter Model)인 분포형 모델을 대상으로 앙상블 칼만필터(Ensemble Kalman Filter, EnKF) 이론을 적용하여 비선형시스템에서 오차를 포함한 반응을 실시간으로 처리하여 불확실성을 정량적으로 감소시켜 홍수유출을 예측하는데 그 목적이 있다. 하천유역특성을 이용한 홍수유출예측을 위하여 비선형시스템에서의 앙상블 칼만필터 기법을 적용한 분포형 모형을 이용하여 더욱 정밀한 홍수유출을 예측하게 되고 향후 홍수예경보모형으로서 적정 유역분할 규모를 결정해주는 근거를 제시할 수 있을 것으로 기대된다.

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Uncertainty quantification for structural health monitoring applications

  • Nasr, Dana E.;Slika, Wael G.;Saad, George A.
    • Smart Structures and Systems
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    • v.22 no.4
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    • pp.399-411
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    • 2018
  • The difficulty in modeling complex nonlinear structures lies in the presence of significant sources of uncertainties mainly attributed to sudden changes in the structure's behavior caused by regular aging factors or extreme events. Quantifying these uncertainties and accurately representing them within the complex mathematical framework of Structural Health Monitoring (SHM) are significantly essential for system identification and damage detection purposes. This study highlights the importance of uncertainty quantification in SHM frameworks, and presents a comparative analysis between intrusive and non-intrusive techniques in quantifying uncertainties for SHM purposes through two different variations of the Kalman Filter (KF) method, the Ensemble Kalman filter (EnKF) and the Polynomial Chaos Kalman Filter (PCKF). The comparative analysis is based on a numerical example that consists of a four degrees-of-freedom (DOF) system, comprising Bouc-Wen hysteretic behavior and subjected to El-Centro earthquake excitation. The comparison is based on the ability of each technique to quantify the different sources of uncertainty for SHM purposes and to accurately approximate the system state and parameters when compared to the true state with the least computational burden. While the results show that both filters are able to locate the damage in space and time and to accurately estimate the system responses and unknown parameters, the computational cost of PCKF is shown to be less than that of EnKF for a similar level of numerical accuracy.

Assimilation of Satellite Based Soil Moisture With Ensemble Kalman Filter (앙상블 칼만필터 기반 위성 토양수분 자료 동화 기법)

  • Park, Jeongha;Lee, Jaehyeon;Kim, Dongkyun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2017.05a
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    • pp.160-160
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    • 2017
  • 본 연구는 앙상블 칼만필터(Ensemble Kalman Filter)를 통해 인공위성 기반 토양수분 자료를 수문모형에 동화하여 단위 격자에 대한 수문인자를 산출하고자 한다. 수문모형은 Variable Infiltration Capacity(VIC) model을 대상으로 수행하였으며, 시범 유역으로는 소양강댐 유역을 선정하였다. 입력자료는 2007년 이후 8년간 자료를 수집하였으며, 2007-2010년 관측 유량 자료를 사용하여 모형을 보정하고, 2011-2014년 자료를 통하여 검증하였다. Isolated-Speciation Particle Swarm Optimization(ISPSO) 기법을 통하여 매개변수를 추정하였고, 보정기간 뿐 아니라 검증 기간에 대해서도 높은 모형효율성계수를 얻을 수 있었다. VIC 모형 자료 동화 대상 자료로는 AMSR2 위성 토양 수분 자료, 지상관측 토양수분 보간자료 및 조건부합성방법을 통한 위성/지점 융합 토양수분을 선정하였다. 위성 토양 수분 자료는 값을 과대 추정하는 경향이 있었으며, 지상관측 보간 자료는 유량이 큰 사상에 대한 첨두 유량을 과소 추정하는 경향을 보였다. 인공위성자료와 지상 자료를 합성한 조건부합성기법 토양수분자료는 더 정확한 추정이 가능하여 모의의 정확도가 향상되었다. 본 연구를 통해서 미계측 유역에 대해 격자별 수문기상인자 정보를 제공할 수 있으며, 데이터베이스를 구축하여 다양한 수문분석에 기초자료로 활용될 수 있을 것이다.

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Streamflow Forecast Model on Nakdong River Basin (낙동강유역 하천유량 예측모형 구축)

  • Lee, Byong-Ju;Bae, Deg-Hyo
    • Journal of Korea Water Resources Association
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    • v.44 no.11
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    • pp.853-861
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    • 2011
  • The objective of this study is to assess Sejong University River Forecast (SURF) model which consists of a continuous rainfall-runoff model and measured streamflow assimilation using ensemble Kalman filter technique for streamflow forecast on Nakdong river basin. The study area is divided into 43 subbasins. The forecasted streamflows are evaluated at 12 measurement sites during flood season from 2006 to 2007. The forecasted ones are improved due to the impact of the measured streamflows assimilation. In effectiveness indices corresponding to 1~5 h forecast lead times, the accuracy of the forecasted streamflows with the assimilation approach is improved by 46.2~30.1% compared with that using only the rainfall-runoff model. The mean normalized absolute error of forecasted peak flow without and with data assimilation approach in entering 50% of the measured rainfall, respectively, the accuracy of the latter is improved about 40% than that of the former. From these results, SURF model is able to be used as a real-time river forecast model.

Implementation of the Ensemble Kalman Filter to a Double Gyre Ocean and Sensitivity Test using Twin Experiments (Double Gyre 모형 해양에서 앙상블 칼만필터를 이용한 자료동화와 쌍둥이 실험들을 통한 민감도 시험)

  • Kim, Young-Ho;Lyu, Sang-Jin;Choi, Byoung-Ju;Cho, Yang-Ki;Kim, Young-Gyu
    • Ocean and Polar Research
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    • v.30 no.2
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    • pp.129-140
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    • 2008
  • As a preliminary effort to establish a data assimilative ocean forecasting system, we reviewed the theory of the Ensemble Kamlan Filter (EnKF) and developed practical techniques to apply the EnKF algorithm in a real ocean circulation modeling system. To verify the performance of the developed EnKF algorithm, a wind-driven double gyre was established in a rectangular ocean using the Regional Ocean Modeling System (ROMS) and the EnKF algorithm was implemented. In the ideal ocean, sea surface temperature and sea surface height were assimilated. The results showed that the multivariate background error covariance is useful in the EnKF system. We also tested the sensitivity of the EnKF algorithm to the localization and inflation of the background error covariance and the number of ensemble members. In the sensitivity tests, the ensemble spread as well as the root-mean square (RMS) error of the ensemble mean was assessed. The EnKF produces the optimal solution as the ensemble spread approaches the RMS error of the ensemble mean because the ensembles are well distributed so that they may include the true state. The localization and inflation of the background error covariance increased the ensemble spread while building up well-distributed ensembles. Without the localization of the background error covariance, the ensemble spread tended to decrease continuously over time. In addition, the ensemble spread is proportional to the number of ensemble members. However, it is difficult to increase the ensemble members because of the computational cost.