skip to main content

Title: Novel Data Assimilation Algorithm for Nearshore Bathymetry

It can be expensive and difficult to collect direct bathymetry data for nearshore regions, especially in high-energy locations where there are temporally and spatially varying bathymetric features like sandbars. As a result, there has been increasing interest in remote assessment techniques for estimating bathymetry. Recent efforts have combined Kalman filter–based techniques with indirect video-based observations for bathymetry inversion. Here, we estimate nearshore bathymetry by utilizing observed wave celerity and wave height, which are related to bathymetry through phase-averaged wave dynamics. We present a modified compressed-state Kalman filter (CSKF) method, a fast and scalable Kalman filter method for linear and nonlinear problems with large numbers of unknowns and measurements, and apply it to two nearshore bathymetry estimation problems. To illustrate the robustness and accuracy of our method, we compare its performance with that of two ensemble-based approaches on twin bathymetry estimation problems with profiles based on surveys taken by the U.S. Army Corps of Engineer Field Research Facility (FRF) in Duck, North Carolina. We first consider an estimation problem for a temporally constant bathymetry profile. Then we estimate bathymetry as it evolves in time. Our results indicate that the CSKF method is more accurate and robust than the ensemble-based methods with the same computational cost. The superior performance is due to the optimal low-rank representation of the covariance matrices.

more » « less
Author(s) / Creator(s):
 ;  ;  ;  ;  ;  
Publisher / Repository:
American Meteorological Society
Date Published:
Journal Name:
Journal of Atmospheric and Oceanic Technology
Page Range / eLocation ID:
p. 699-715
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. In this paper, a constrained cooperative Kalman filter is developed to estimate field values and gradients along trajectories of mobile robots collecting measurements. We assume the underlying field is generated by a polynomial partial differential equation with unknown time-varying parameters. A long short-term memory (LSTM) based Kalman filter, is applied for the parameter estimation leveraging the updated state estimates from the constrained cooperative Kalman filter. Convergence for the constrained cooperative Kalman filter has been justified. Simulation results in a 2-dimensional field are provided to validate the proposed method. 
    more » « less
  2. Utilizing millimeter-wave (mmWave) frequencies for wireless communication in mobile systems is challenging since it requires continuous tracking of the beam direction. Recently, beam tracking techniques based on channel sparsity and/or Kalman filter-based techniques were proposed where the solutions use assumptions regarding the environment and device mobility that may not hold in practical scenarios. In this paper, we explore a machine learning-based approach to track the angle of arrival (AoA) for specific paths in realistic scenarios. In particular, we use a recurrent neural network (R-NN) structure with a modified cost function to track the AoA. We propose methods to train the network in sequential data, and study the performance of our proposed solution in comparison to an extended Kalman filter based solution in a realistic mmWave scenario based on stochastic channel model from the QuaDRiGa framework. Results show that our proposed solution outperforms an extended Kalman filter-based method by reducing the AoA outage probability, and thus reducing the need for frequent beam search. 
    more » « less
  3. Abstract. Ever since its inception, the ensemble Kalman filter (EnKF) has elicited many heuristic approaches that sought to improve it. One such method is covariance localization, which alleviates spurious correlations due to finite ensemble sizes by using relevant spatial correlation information. Adaptive localization techniques account for how correlations change in time and space, in order to obtain improved covariance estimates. This work develops a Bayesian approach to adaptive Schur-product localization for the deterministic ensemble Kalman filter (DEnKF) and extends it to support multiple radii of influence. We test the proposed adaptive localization using the toy Lorenz'96 problem and a more realistic 1.5-layer quasi-geostrophic model. Results with the toy problem show that the multivariate approach informs us that strongly observed variables can tolerate larger localization radii. The univariate approach leads to markedly improved filter performance for the realistic geophysical model, with a reduction in error by as much as 33 %. 
    more » « less
  4. Hoteit, Ibrahim (Ed.)
    A hybrid particle ensemble Kalman filter is developed for problems with medium non-Gaussianity, i.e. problems where the prior is very non-Gaussian but the posterior is approximately Gaussian. Such situations arise, e.g., when nonlinear dynamics produce a non-Gaussian forecast but a tight Gaussian likelihood leads to a nearly-Gaussian posterior. The hybrid filter starts by factoring the likelihood. First the particle filter assimilates the observations with one factor of the likelihood to produce an intermediate prior that is close to Gaussian, and then the ensemble Kalman filter completes the assimilation with the remaining factor. How the likelihood gets split between the two stages is determined in such a way to ensure that the particle filter avoids collapse, and particle degeneracy is broken by a mean-preserving random orthogonal transformation. The hybrid is tested in a simple two-dimensional (2D) problem and a multiscale system of ODEs motivated by the Lorenz-‘96 model. In the 2D problem it outperforms both a pure particle filter and a pure ensemble Kalman filter, and in the multiscale Lorenz-‘96 model it is shown to outperform a pure ensemble Kalman filter, provided that the ensemble size is large enough. 
    more » « less
  5. We present an ensemble filtering method based on a linear model for the precision matrix (the inverse of the covariance) with the parameters determined by Score Matching Estimation. The method provides a rigorous covariance regularization when the underlying random field is Gaussian Markov. The parameters are found by solving a system of linear equations. The analysis step uses the inverse formulation of the Kalman update. Several filter versions, differing in the construction of the analysis ensemble, are proposed, as well as a Score matching version of the Extended Kalman Filter.

    more » « less