Performance of unscented Kalman filter for model updating with experimental data

2021 ◽  
Author(s):  
Mao Cheng ◽  
Tracy C. Becker
Keyword(s):  
Experimental Data ◽  
Kalman Filter ◽  
Model Updating ◽  
Unscented Kalman Filter

scholarly journals Application of hybrid Kalman filter for improving water level forecast

2016 ◽  
Vol 18 (5) ◽  
pp. 773-790 ◽  
Author(s):  
Xuan Wang ◽  
Vladan Babovic
Keyword(s):  
Kalman Filter ◽  
Numerical Model ◽  
Model Updating ◽  
Unscented Kalman Filter ◽  
Initial Conditions ◽  
Data Driven ◽  
Parameter Uncertainties ◽  
Hybrid Data Assimilation ◽  
Complex Nonlinear Systems ◽  
Set Up

Numerical modeling is one of the popular means to simulate and forecast the state of oceanographic systems. However, it still suffers from some limitations, e.g., parameter uncertainties, simplification of model assumptions, and absence of data for proper boundary and initial conditions. This paper proposes a hybrid data assimilation scheme, which combines the Kalman filter (KF) with a data-driven model (local linear model (LM)), to directly correct numerical model outputs at locations without measurements. Two different types of KF (unscented Kalman filter and two-sample Kalman filter) are tested and compared. A local LM is utilized to describe the evolution of the model state and then assimilated into the KF. This in turns simplifies the application of KF for highly complex nonlinear systems such as the dynamic motion of Singapore regional water. The proposed scheme is first examined using a simple hypothetical bay experiment followed by an operational model of the Singapore Regional Model (SRM), in which both are set up in the Delft3D modeling environment. This combination of KF and data-driven model provides insights into the influence of different error covariance estimations on the model updating accuracy. This research also provides guidance to offline utilization of KF in updating of numerical model output.

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