Kalman filter estimation model in flood forecasting

Elementary precipitation and runoff estimation problems associated with hydrologic data collection networks are formulated in conjunction with the Kalman Filter Estimation Model. Examples involve the estimation of runoff using data from a single precipitation station and also from a number of precipitation stations. The formulations demonstrate the role of state-space, measurement, and estimation equations of the Kalman Filter Model in flood forecasting. To facilitate the formulation, the unit hydrograph concept and antecedent precipitation index is adopted in the estimation model. The methodology is then applied to estimate various flood events in the Carnation Creek of British Columbia.     

Implementation of online model updating in hybrid simulation

Hybrid simulation combines numerical and experimental methods for cost‐effective, large‐scale testing of structures under simulated earthquake loading. Structural system level response can be obtained by expressing the equation of motion for the combined experimental and numerical substructures, and solved using time‐stepping integration similar to pure numerical simulations. It is often assumed that a reliable model exists for the numerical substructures while the experimental substructures correspond to parts of the structure that are difficult to model. A wealth of data becomes available during the simulation from the measured experiment response that can be used to improve upon the numerical models, particularly if a component with similar structural configuration and material properties is being tested and subjected to a comparable load pattern. To take advantage of experimental measurements, a new hybrid test framework is proposed with an updating scheme to update the initial modeling parameters of the numerical model based on the instantaneously‐measured response of the experimental substructures as the test progresses. Numerical simulations are first conducted to evaluate key algorithms for the selection and calibration of modeling parameters that can be updated. The framework is then expanded to conduct actual hybrid simulations of a structural frame model including a physical substructure in the laboratory and a numerical substructure that is updated during the tests. The effectiveness of the proposed framework is demonstrated for a simple frame structure but is extendable to more complex structural behavior and models. Copyright © 2013 John Wiley & Sons, Ltd.     

Hydrological data assimilation with the Ensemble Square-Root-Filter: Use of streamflow observations to update model states for real-time flash flood forecasting

The objective of the study is to evaluate the potential of a data assimilation system for real-time flash flood forecasting over small watersheds by updating model states. To this end, the Ensemble Square-Root-Filter (EnSRF) based on the Ensemble Kalman Filter (EnKF) technique was coupled to a widely used conceptual rainfall-runoff model called HyMOD. Two small watersheds susceptible to flash flooding from America and China were selected in this study. The modeling and observational errors were considered in the framework of data assimilation, followed by an ensemble size sensitivity experiment. Once the appropriate model error and ensemble size was determined, a simulation study focused on the performance of a data assimilation system, based on the correlation between streamflow observation and model states, was conducted. The EnSRF method was implemented within HyMOD and results for flash flood forecasting were analyzed, where the calibrated streamflow simulation without state updating was treated as the benchmark or nature run. Results for twenty-four flash-flood events in total from the two watersheds indicated that the data assimilation approach effectively improved the predictions of peak flows and the hydrographs in general. This study demonstrated the benefit and efficiency of implementing data assimilation into a hydrological model to improve flash flood forecasting over small, instrumented basins with potential application to real-time alert systems.     

Application of wavelet‐based multi‐model Kalman filters to real‐time flood forecasting

This paper presents the application of a multimodel method using a wavelet‐based Kalman filter (WKF) bank to simultaneously estimate decomposed state variables and unknown parameters for real‐time flood forecasting. Applying the Haar wavelet transform alters the state vector and input vector of the state space. In this way, an overall detail plus approximation describes each new state vector and input vector, which allows the WKF to simultaneously estimate and decompose state variables. The wavelet‐based multimodel Kalman filter (WMKF) is a multimodel Kalman filter (MKF), in which the Kalman filter has been substituted for a WKF. The WMKF then obtains M estimated state vectors. Next, the M state‐estimates, each of which is weighted by its possibility that is also determined on‐line, are combined to form an optimal estimate. Validations conducted for the Wu‐Tu watershed, a small watershed in Taiwan, have demonstrated that the method is effective because of the decomposition of wavelet transform, the adaptation of the time‐varying Kalman filter and the characteristics of the multimodel method. Validation results also reveal that the resulting method enhances the accuracy of the runoff prediction of the rainfall–runoff process in the Wu‐Tu watershed. Copyright © 2004 John Wiley & Sons, Ltd.     

Application of the Kalman filter to the Nash model

The Nash model was used for application of the Kalman filter. The state vector of the rainfall–runoff system was constituted by the IUH (instantaneous unit hydrograph) estimated by the Nash model and the runoff estimated by the Nash model using the Kalman filter. The initial values of the state vector were assumed as the average of 10% of the IUH peak values and the initial runoff estimated from the average IUH. The Nash model using the Kalman filter with a recursive algorithm accurately predicted runoff from a basin in Korea. The filter allowed the IUH to vary in time, increased the accuracy of the Nash model and reduced physical uncertainty of the rainfall–runoff process in the river basin. © 1998 John Wiley & Sons, Ltd.     

Extended Kalman filter for material parameter estimation in nonlinear structural finite element models using direct differentiation method

This paper presents a novel nonlinear finite element (FE) model updating framework, in which advanced nonlinear structural FE modeling and analysis techniques are used jointly with the extended Kalman filter (EKF) to estimate time‐invariant parameters associated to the nonlinear material constitutive models used in the FE model of the structural system of interest. The EKF as a parameter estimation tool requires the computation of structural FE response sensitivities (total partial derivatives) with respect to the material parameters to be estimated. Employing the direct differentiation method, which is a well‐established procedure for FE response sensitivity analysis, facilitates the application of the EKF in the parameter estimation problem. To verify the proposed nonlinear FE model updating framework, two proof‐of‐concept examples are presented. For each example, the FE‐simulated response of a realistic prototype structure to a set of earthquake ground motions of varying intensity is polluted with artificial measurement noise and used as structural response measurement to estimate the assumed unknown material parameters using the proposed nonlinear FE model updating framework. The first example consists of a cantilever steel bridge column with three unknown material parameters, while a three‐story three‐bay moment resisting steel frame with six unknown material parameters is used as second example. Both examples demonstrate the excellent performance of the proposed parameter estimation framework even in the presence of high measurement noise. Copyright © 2015 John Wiley & Sons, Ltd.     

基于集合卡尔曼滤波的湖泊富营养化模型Delft3D-BLOOM数据同化

富营养化模型是进行湖泊水环境质量预测和管理的重要工具,然而模型客观存在的误差一直是应用者关心的重要问题.数据同化作为连接观测数据与数值模型的重要方法,可以有效提高模型的准确性.集合卡尔曼滤波(En KF)是众多数据同化算法中应用最为广泛的一种,可进行非线性系统的数据同化,并能有效降低数据同化的计算量.本研究以太湖作为具体实例,选择Delft3D-BLOOM作为富营养化模型,在数值实验确定En KF集合数为100、观测误差方差为1%、模拟误差方差为10%的基础上分别进行模型状态变量同化以及状态变量与关键参数同步同化.结果显示,仅同化状态变量时,模型预测精度有所增加;同时同化状态变量和关键参数时,可显著提升模型在湖泊水环境质量预测中的精度.该研究为应用集合卡尔曼滤波以提高复杂的湖库富营养化模型模拟精度提供了有效的方法.     

Coupling the Xinanjiang model to a kinematic flow model based on digital drainage networks for flood forecasting

The Xinanjiang model, which is a conceptual rainfall‐runoff model and has been successfully and widely applied in humid and semi‐humid regions in China, is coupled by the physically based kinematic wave method based on a digital drainage network. The kinematic wave Xinanjiang model (KWXAJ) uses topography and land use data to simulate runoff and overland flow routing. For the modelling, the catchment is subdivided into numerous hillslopes and consists of a raster grid of flow vectors that define the water flow directions. The Xinanjiang model simulates the runoff yield in each grid cell, and the kinematic wave approach is then applied to a ranked raster network. The grid‐based rainfall‐runoff model was applied to simulate basin‐scale water discharge from an 805‐km² catchment of the Huaihe River, China. Rainfall and discharge records were available for the years 1984, 1985, 1987, 1998 and 1999. Eight flood events were used to calibrate the model's parameters and three other flood events were used to validate the grid‐based rainfall‐runoff model. A Manning's roughness via a linear flood depth relationship was suggested in this paper for improving flood forecasting. The calibration and validation results show that this model works well. A sensitivity analysis was further performed to evaluate the variation of topography (hillslopes) and land use parameters on catchment discharge. Copyright © 2009 John Wiley & Sons, Ltd.     

位移和加速度融合的自适应多速率Kalman滤波方法

多速率Kalman滤波方法可用于低采样率的位移和高采样率的加速度数据融合,而未知的噪声协方差信息则显著制约着多速率Kalman滤波精度.本文通过将多速率Kalman滤波转换为传统的单速率Kalman滤波,建立了Kalman滤波增益的自协方差矢量与未知的加速度谱密度和观测噪声参数间的线性函数模型,并采用最小二乘估计方法对未知的噪声协方差参数进行估计,进而有效地提高了多速率Kalman滤波精度. 数值仿真和震动台实验结果验证了本文方法的正确性和有效性.     

Evaluating the utility of the ensemble transform Kalman filter for adaptive sampling when updating a hydrodynamic model

This paper compares two Monte Carlo sequential data assimilation methods based on the Kalman filter, for estimating the effect of measurements on simulations of state error variance made by a one-dimensional hydrodynamic model. The first method used an ensemble Kalman filter (EnKF) to update state estimates, which were then used as initial conditions for further simulations. The second method used an ensemble transform Kalman filter (ETKF) to quickly estimate the effect of measurement error covariance on forecast error covariance without the need to re-run the simulation model. The ETKF gave an unbiased estimate of EnKF analysed error variance, although differences in the treatment of measurement errors meant the results were not identical. Estimates of forecast error variance could also be made, but their accuracy deteriorated as the time from measurements increased due in part to model non-linearity and the decreasing signal variance. The motivation behind the study was to assess the ability of the ETKF to target possible measurements, as part of an adaptive sampling framework, before they are assimilated by an EnKF-based forecasting model on the River Crouch, Essex, UK. The ETKF was found to be a useful tool for quickly estimating the error covariance expected after assimilating measurements into the hydrodynamic model. It, thus, provided a means of quantifying the ‘usefulness’ (in terms of error variance) of possible sampling schemes.     

Impacts of localisation in the EnKF and EnOI: experiments with a small model

The performance of an inexpensive, ensemble-based optimal interpolation (EnOI) scheme that uses a stationary ensemble of model anomalies to approximate forecast error covariances, is compared with that of an ensemble Kalman filter (EnKF). The model to which the methods are applied is a pair of “perfect”, one-dimensional, linear advection equations for two related variables. While EnOI is sub-optimal, it can give results that are comparable to those of the EnKF. The computational cost of EnOI is typically about times less than that of EnKF, where is the ensemble size. We suggest that EnOI may provide a practical and cost-effective alternative to the EnKF for some applications where computational cost is a limiting factor. We demonstrate that when the ensemble size is smaller than the dimension of the model’s sub-space, both the EnKF and EnOI may require localisation around each observation to eliminate effects of sampling error and to increase the effective number of independent ensemble members used to construct an analysis. However, localisation can degrade an analysis if the length-scales of the localising function are too short. We demonstrate that, as the length-scale of the localising function is decreased, localisation can significantly compromise the model’s dynamical balances. We also find that localisation artificially amplifies high frequencies for applications of the EnKF. Based on our experiments, for applications where localisation is necessary, the length-scales of the localisation should be larger than the decorrelation length-scales of the variables being updated.     

A multi‐temporal analysis of AMSR‐E data for flood and discharge monitoring during the 2008 flood in Iowa

The objective of this work is to demonstrate the potential of using passive microwave data to monitor flood and discharge conditions and to infer watershed hydraulic and hydrologic parameters. The case study is the major flood in Iowa in summer 2008. A new Polarisation Ratio Variation Index (PRVI) was developed based on a multi‐temporal analysis of 37 GHz satellite imagery from the Advanced Microwave Scanning Radiometer (AMSR‐E) to calculate and detect anomalies in soil moisture and/or inundated areas. The Robust Satellite Technique (RST) which is a change detection approach based on the analysis of historical satellite records was adopted. A rating curve has been developed to assess the relationship between PRVI values and discharge observations downstream. A time‐lag term has been introduced and adjusted to account for the changing delay between PRVI and streamflow. Moreover, the Kalman filter has been used to update the rating curve parameters in near real time. The temporal variability of the b exponent in the rating curve formula shows that it converges toward a constant value. A consistent 21‐day time lag, very close to an estimate of the time of concentration, was obtained. The agreement between observed discharge downstream and estimated discharge with and without parameters adjustment was 65 and 95%, respectively. This demonstrates the interesting role that passive microwave can play in monitoring flooding and wetness conditions and estimating key hydrologic parameters. Copyright © 2011 John Wiley & Sons, Ltd.     

Microseismic Event Detection Kalman Filter: Derivation of the Noise Covariance Matrix and Automated First Break Determination for Accurate Source Location Estimation

Since 1972, Weir-Jones Engineering Consultants (WJEC) has been involved in the development and installation of microseismic monitoring systems for the mining, heavy construction and oil/gas industries. To be of practical value in an industrial environment, microseismic monitoring systems must produce information which is both reliable and timely. The most critical parameters obtained from a microseismic monitoring system are the real-time location and magnitude of the seismic events. Location and magnitude are derived using source location algorithms that typically utilize forward modeling and iterative optimal estimation techniques to determine the location of the global minimum of a predefined cost function in a three-dimensional solution space. Generally, this cost function is defined as the RMS difference between measured seismic time series information and synthetic measurements generated by assuming a velocity structure for the area under investigation (forward modeling). The seismic data typically used in the source location algorithm includes P- and S-wave arrival times, and raypath angles of incidence obtained from P-wave hodogram analysis and P-wave first break identification. In order to obtain accurate and timely source location estimates it is of paramount importance that the extraction of accurate P-wave and S-wave information from the recorded time series be automated—in this way consistent data can be made available with minimal delay. WJEC has invested considerable resources in the development of real-time digital filters to optimize extraction, and this paper outlines some of the enhancements made to existing Kalman Filter designs to facilitate the automation of P-wave first break identification.     

Hydrological data assimilation with the ensemble Kalman filter: Use of streamflow observations to update states in a distributed hydrological model

This paper describes an application of the ensemble Kalman filter (EnKF) in which streamflow observations are used to update states in a distributed hydrological model. We demonstrate that the standard implementation of the EnKF is inappropriate because of non-linear relationships between model states and observations. Transforming streamflow into log space before computing error covariances improves filter performance. We also demonstrate that model simulations improve when we use a variant of the EnKF that does not require perturbed observations. Our attempt to propagate information to neighbouring basins was unsuccessful, largely due to inadequacies in modelling the spatial variability of hydrological processes. New methods are needed to produce ensemble simulations that both reflect total model error and adequately simulate the spatial variability of hydrological states and fluxes.     

香花岭地区成矿有利程度特征分析定量模型研究与应用

本文应用特征分析综合信息矿产资源评价的原理,利用现有地质、物化探、遥感资料对香花岭地区的矿化程度进行深入分析,以汇水盆地为统计单元并通过应用数量化理论Ⅲ分别从26个统计单元中筛选出21个单元作为模型单元,从47个变量中筛选出41个变量,建立多矿种和单矿种特征分析定量模型4个,对该区不同的单元矿化程度进行定量评价和预测研究.定量地给出预测该区的Ⅰ级成矿远景区（中型矿区）,Ⅱ级成矿远景区（小型矿区）,Ⅲ级成矿远景区（矿点）的关联度和找矿标准.