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 more » the same computational cost. The superior performance is due to the optimal low-rank representation of the covariance matrices.

« less
Authors:
 ;  ;  ;  ;  ;  
Publication Date:
NSF-PAR ID:
10125637
Journal Name:
Journal of Atmospheric and Oceanic Technology
Volume:
36
Issue:
4
Page Range or eLocation-ID:
p. 699-715
ISSN:
0739-0572
Publisher:
American Meteorological Society
Sponsoring Org:
National Science Foundation
More Like this
  1. 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.
  2. Abstract The ensemble Kalman filter (EnKF) is a popular technique for data assimilation in high-dimensional nonlinear state-space models. The EnKF represents distributions of interest by an ensemble, which is a form of dimension reduction that enables straightforward forecasting even for complicated and expensive evolution operators. However, the EnKF update step involves estimation of the forecast covariance matrix based on the (often small) ensemble, which requires regularization. Many existing regularization techniques rely on spatial localization, which may ignore long-range dependence. Instead, our proposed approach assumes a sparse Cholesky factor of the inverse covariance matrix, and the nonzero Cholesky entries are further regularized. The resulting method is highly flexible and computationally scalable. In our numerical experiments, our approach was more accurate and less sensitive to misspecification of tuning parameters than tapering-based localization.
  3. Abstract We consider Bayesian inference for large-scale inverse problems, where computational challenges arise from the need for repeated evaluations of an expensive forward model. This renders most Markov chain Monte Carlo approaches infeasible, since they typically require O ( 1 0 4 ) model runs, or more. Moreover, the forward model is often given as a black box or is impractical to differentiate. Therefore derivative-free algorithms are highly desirable. We propose a framework, which is built on Kalman methodology, to efficiently perform Bayesian inference in such inverse problems. The basic method is based on an approximation of the filtering distribution of a novel mean-field dynamical system, into which the inverse problem is embedded as an observation operator. Theoretical properties are established for linear inverse problems, demonstrating that the desired Bayesian posterior is given by the steady state of the law of the filtering distribution of the mean-field dynamical system, and proving exponential convergence to it. This suggests that, for nonlinear problems which are close to Gaussian, sequentially computing this law provides the basis for efficient iterative methods to approximate the Bayesian posterior. Ensemble methods are applied to obtain interacting particle system approximations of the filtering distribution of the mean-field model;more »and practical strategies to further reduce the computational and memory cost of the methodology are presented, including low-rank approximation and a bi-fidelity approach. The effectiveness of the framework is demonstrated in several numerical experiments, including proof-of-concept linear/nonlinear examples and two large-scale applications: learning of permeability parameters in subsurface flow; and learning subgrid-scale parameters in a global climate model. Moreover, the stochastic ensemble Kalman filter and various ensemble square-root Kalman filters are all employed and are compared numerically. The results demonstrate that the proposed method, based on exponential convergence to the filtering distribution of a mean-field dynamical system, is competitive with pre-existing Kalman-based methods for inverse problems.« less
  4. 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.

  5. Uwe Sauer, Dirk (Ed.)
    A B S T R A C T This paper proposes a model for parameter estimation of Vanadium Redox Flow Battery based on both the electrochemical model and the Equivalent Circuit Model. The equivalent circuit elements are found by a newly proposed optimization to minimized the error between the Thevenin and KVL-based impedance of the equivalent circuit. In contrast to most previously proposed circuit models, which are only introduced for constant current charging, the proposed method is applicable for all charging procedures, i.e., constant current, constant voltage, and constant current-constant voltage charging procedures. The proposed model is verified on a nine-cell VRFB stack by a sample constant current-constant voltage charging. As observed, in constant current charging mode, the terminal voltage model matches the measured data closely with low deviation; however, the terminal voltage model shows discrepancies with the measured data of VRFB in constant voltage charging. To improve the proposed circuit model’s discrepancies in constant voltage mode, two Kalman filters, i.e., hybrid extended Kalman filter and particle filter estimation algorithms, are used in this study. The results show the accuracy of the proposed equivalent with an average deviation of 0.88% for terminal voltage model estimation by the extended KF-based methodmore »and the average deviation of 0.79% for the particle filter-based estimation method, while the initial equivalent circuit has an error of 7.21%. Further, the proposed procedure extended to estimate the state of charge of the battery. The results show an average deviation of 4.2% in estimating the battery state of charge using the PF method and 4.4% using the hybrid extended KF method, while the electrochemical SoC estimation method is taken as the reference. These two Kalman Filter based methods are more accurate compared to the average deviation of state of charge using the Coulomb counting method, which is 7.4%.« less