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1. Distributed Particle Filter With Online Model Learning for Localization Using Time-Difference-of-Arrival (TDOA) Measurements

   https://doi.org/10.1115/DSCC2020-3305  

   Panetta, Chandler J.; Ennasr, Osama N.; Tan, Xiaobo (October 2020, Proceedings of ASME 2020 Dynamic Systems and Control Conference)

   null (Ed.)

   Abstract The problem of localizing a moving target arises in various forms in wireless sensor networks. Deploying multiple sensing receivers and using the time-difference-of-arrival (TDOA) of the target’s emitted signal is widely considered an effective localization technique. Traditionally, TDOA-based algorithms adopt a centralized approach where all measurements are sent to a predefined reference node for position estimation. More recently, distributed TDOA-based localization algorithms have been shown to improve the robustness of these estimates. For target models governed by highly stochastic processes, the method of nonlinear filtering and state estimation must be carefully considered. In this work, a distributed TDOA-based particle filter algorithm is proposed for localizing a moving target modeled by a discrete-time correlated random walk (DCRW). We present a method for using data collected by the particle filter to estimate the unknown probability distributions of the target’s movement model, and then apply the distribution estimates to recursively update the particle filter’s propagation model. The performance of the distributed approach is evaluated through numerical simulation, and we show the benefit of using a particle filter with online model learning by comparing it with the non-adaptive approach. 

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2. A Statistical Hypothesis Testing Strategy for Adaptively Blending Particle Filters and Ensemble Kalman Filters for Data Assimilation

   https://doi.org/10.1175/MWR-D-22-0108.1  

   Kurosawa, Kenta; Poterjoy, Jonathan (January 2023, Monthly Weather Review)

   Abstract Particle filters avoid parametric estimates for Bayesian posterior densities, which alleviates Gaussian assumptions in nonlinear regimes. These methods, however, are more sensitive to sampling errors than Gaussian-based techniques such as ensemble Kalman filters. A recent study by the authors introduced an iterative strategy for particle filters that match posterior moments—where iterations improve the filter’s ability to draw samples from non-Gaussian posterior densities. The iterations follow from a factorization of particle weights, providing a natural framework for combining particle filters with alternative filters to mitigate the impact of sampling errors. The current study introduces a novel approach to forming an adaptive hybrid data assimilation methodology, exploiting the theoretical strengths of nonparametric and parametric filters. At each data assimilation cycle, the iterative particle filter performs a sequence of updates while the prior sample distribution is non-Gaussian, then an ensemble Kalman filter provides the final adjustment when Gaussian distributions for marginal quantities are detected. The method employs the Shapiro–Wilk test to determine when to make the transition between filter algorithms, which has outstanding power for detecting departures from normality. Experiments using low-dimensional models demonstrate that the approach has a significant value, especially for nonhomogeneous observation networks and unknown model process errors. Moreover, hybrid factors are extended to consider marginals of more than one collocated variables using a test for multivariate normality. Findings from this study motivate the use of the proposed method for geophysical problems characterized by diverse observation networks and various dynamic instabilities, such as numerical weather prediction models. Significance Statement Data assimilation statistically processes observation errors and model forecast errors to provide optimal initial conditions for the forecast, playing a critical role in numerical weather forecasting. The ensemble Kalman filter, which has been widely adopted and developed in many operational centers, assumes Gaussianity of the prior distribution and solves a linear system of equations, leading to bias in strong nonlinear regimes. On the other hand, particle filters avoid many of those assumptions but are sensitive to sampling errors and are computationally expensive. We propose an adaptive hybrid strategy that combines their advantages and minimizes the disadvantages of the two methods. The hybrid particle filter–ensemble Kalman filter is achieved with the Shapiro–Wilk test to detect the Gaussianity of the ensemble members and determine the timing of the transition between these filter updates. Demonstrations in this study show that the proposed method is advantageous when observations are heterogeneous and when the model has an unknown bias. Furthermore, by extending the statistical hypothesis test to the test for multivariate normality, we consider marginals of more than one collocated variable. These results encourage further testing for real geophysical problems characterized by various dynamic instabilities, such as real numerical weather prediction models. 

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3. An Evaluation of Non-Gaussian Data Assimilation Methods in Moist Convective Regimes

   https://doi.org/10.1175/MWR-D-22-0260.1  

   McCurry, Joshua; Poterjoy, Jonathan; Knopfmeier, Kent; Wicker, Louis (July 2023, Monthly Weather Review)

   Abstract Obtaining a faithful probabilistic depiction of moist convection is complicated by unknown errors in subgrid-scale physical parameterization schemes, invalid assumptions made by data assimilation (DA) techniques, and high system dimensionality. As an initial step toward untangling sources of uncertainty in convective weather regimes, we evaluate a novel Bayesian data assimilation methodology based on particle filtering within a WRF ensemble analysis and forecasting system. Unlike most geophysical DA methods, the particle filter (PF) represents prior and posterior error distributions nonparametrically rather than assuming a Gaussian distribution and can accept any type of likelihood function. This approach is known to reduce bias introduced by Gaussian approximations in low-dimensional and idealized contexts. The form of PF used in this research adopts a dimension-reduction strategy, making it affordable for typical weather applications. The present study examines posterior ensemble members and forecasts for select severe weather events between 2019 and 2020, comparing results from the PF with those from an ensemble Kalman filter (EnKF). We find that assimilating with a PF produces posterior quantities for microphysical variables that are more consistent with model climatology than comparable quantities from an EnKF, which we attribute to a reduction in DA bias. These differences are significant enough to impact the dynamic evolution of convective systems via cold pool strength and propagation, with impacts to forecast verification scores depending on the particular microphysics scheme. Our findings have broad implications for future approaches to the selection of physical parameterization schemes and parameter estimation within preexisting data assimilation frameworks. Significance StatementThe accurate prediction of severe storms using numerical weather models depends on effective parameterization schemes for small-scale processes and the assimilation of incomplete observational data in a manner that faithfully represents the probabilistic state of the atmosphere. Current generation methods for data assimilation typically assume a standard form for the error distributions of relevant quantities, which can introduce bias that not only hinders numerical prediction, but that can also confound the characterization of errors from the model itself. The current study performs data assimilation using a novel method that does not make such assumptions and explores characteristics of resulting model fields and forecasts that might make such a method useful for improving model parameterization schemes. 

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4. Variational data assimilation with finite-element discretization for second-order parabolic interface equation

   https://doi.org/10.1093/imanum/drae010  

   Li, Xuejian; He, Xiaoming; Gong, Wei; Douglas, Craig C (May 2024, IMA Journal of Numerical Analysis)

   Abstract In this paper, we propose and analyze a finite-element method of variational data assimilation for a second-order parabolic interface equation on a two-dimensional bounded domain. The Tikhonov regularization plays a key role in translating the data assimilation problem into an optimization problem. Then the existence, uniqueness and stability are analyzed for the solution of the optimization problem. We utilize the finite-element method for spatial discretization and backward Euler method for the temporal discretization. Then based on the Lagrange multiplier idea, we derive the optimality systems for both the continuous and the discrete data assimilation problems for the second-order parabolic interface equation. The convergence and the optimal error estimate are proved with the recovery of Galerkin orthogonality. Moreover, three iterative methods, which decouple the optimality system and significantly save computational cost, are developed to solve the discrete time evolution optimality system. Finally, numerical results are provided to validate the proposed method. 

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5. An LSTM based Kalman Filter for Spatio-temporal Ocean Currents Assimilation

   https://doi.org/10.1145/3366486.3366522  

   Zhang, Ziqiao; Hou, Mengxue; Zhang, Fumin; Edwards, Catherine R. (October 2019, WUWNET'19: Proceedings of the International Conference on Underwater Networks & Systems)

   In this paper, we present a Long Short-Term Memory (LSTM)-based Kalman Filter for data assimilation of a 2D spatio-temporally varying depth-averaged ocean flow field for underwater glider path planning. The data source to the filter combines both the Eulerian flow map with the Lagrangian mobile sensor data stream. The depth-averaged flow is modeled as two components, the tidal and the non-tidal flow component. The tidal flow is modeled with ADCIRC (Advanced Three-Dimensional Circulation Model), while the non-tidal flow field is modeled by a set of spatial basis functions and their time series coefficients. The spatial basis functions are the principal modes derived by performing EOF (Empirical Orthogonal Functions) analysis on the historical surface flow field measured by high frequency radar (HFR), and the temporal coefficients of the spatial basis function are modeled by an LSTM neural network. The Kalman Filter is performed to combine the dynamics derived from the LSTM network, and the observations from the glider flow estimation data. Simulation results demonstrate that the proposed data assimilation method can give flow field prediction of reasonable accuracy. 

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