Multi-day flow forecasting using the Kalman filter

1991 ◽  
Vol 18 (2) ◽  
pp. 320-327 ◽  
Author(s):  
Murray A. Fitch ◽  
Edward A. McBean
Keyword(s):  
Kalman Filter ◽  
Prediction Model ◽  
Linear Prediction ◽  
Measured Data ◽  
System Model ◽  
Parameter Estimates ◽  
Model Parameters ◽  
Forecasting Performance ◽  
Optimal Forecasting ◽  
Linear Prediction Model

A model is developed for the prediction of river flows resulting from combined snowmelt and precipitation. The model employs a Kalman filter to reflect uncertainty both in the measured data and in the system model parameters. The forecasting algorithm is used to develop multi-day forecasts for the Sturgeon River, Ontario. The algorithm is shown to develop good 1-day and 2-day ahead forecasts, but the linear prediction model is found inadequate for longer-term forecasts. Good initial parameter estimates are shown to be essential for optimal forecasting performance. Key words: Kalman filter, streamflow forecast, multi-day, streamflow, Sturgeon River, MISP algorithm.

scholarly journals Fusion of High-Dynamic and Low-Drift Sensors Using Kalman Filters

Sensors ◽  
2019 ◽  
Vol 19 (1) ◽  
pp. 186 ◽  
Author(s):  
Bin Wu ◽  
Tiantian Huang ◽  
Yan Jin ◽  
Jie Pan ◽  
Kaichen Song
Keyword(s):  
Kalman Filter ◽  
Prediction Model ◽  
Linear Prediction ◽  
Vibration Sensor ◽  
Measuring System ◽  
Dynamic Vibration ◽  
Key Issues ◽  
High Dynamic ◽  
Linear Prediction Model ◽  
Low Drift

In practice, a high-dynamic vibration sensor is often plagued by the problem of drift, which is caused by thermal effects. Conversely, low-drift sensors typically have a limited sample rate range. This paper presents a system combining different types of sensors to address general drift problems that occur in measurements for high-dynamic vibration signals. In this paper, the hardware structure and algorithms for fusing high-dynamic and low-drift sensors are described. The algorithms include a drift state estimation and a Kalman filter based on a linear prediction model. Key issues such as the dimension of the drift state vector, the order of the linear prediction model, are analyzed in the design of algorithm. The performance of the algorithm is illustrated by a simulation example and experiments. The simulation and experimental results show that the drift can be removed while the high-dynamic measuring ability is retained. A high-dynamic vibration measuring system with the frequency range starting from 0 Hz is achieved. Meanwhile, measurement noise was improved 9.3 dB through using the linear-prediction-based Kalman filter.

scholarly journals A non-linear prediction model for ageing foetal and neonatal sheep reveals basic issues in early neolithic husbandry

2021 ◽  
pp. 105344
Author(s):  
Nadja Pöllath ◽  
Ricardo García-González ◽  
Sevag Kevork ◽  
Ursula Mutze ◽  
Michaela I. Zimmermann ◽  
...  
Keyword(s):  
Prediction Model ◽  
Linear Prediction ◽  
Early Neolithic ◽  
Non Linear ◽  
Linear Prediction Model

scholarly journals Robustness and Sensitivity Tuning of the Kalman Filter for Speech Enhancement

Signals ◽  
2021 ◽  
Vol 2 (3) ◽  
pp. 434-455
Author(s):  
Sujan Kumar Roy ◽  
Kuldip K. Paliwal
Keyword(s):  
Kalman Filter ◽  
Speech Enhancement ◽  
Linear Prediction ◽  
Real Life ◽  
Model Parameters ◽  
Noise Variance ◽  
Noisy Speech ◽  
Kalman Gain ◽  
Whitening Filter ◽  
Prediction Coefficient

Inaccurate estimates of the linear prediction coefficient (LPC) and noise variance introduce bias in Kalman filter (KF) gain and degrade speech enhancement performance. The existing methods propose a tuning of the biased Kalman gain, particularly in stationary noise conditions. This paper introduces a tuning of the KF gain for speech enhancement in real-life noise conditions. First, we estimate noise from each noisy speech frame using a speech presence probability (SPP) method to compute the noise variance. Then, we construct a whitening filter (with its coefficients computed from the estimated noise) to pre-whiten each noisy speech frame prior to computing the speech LPC parameters. We then construct the KF with the estimated parameters, where the robustness metric offsets the bias in KF gain during speech absence of noisy speech to that of the sensitivity metric during speech presence to achieve better noise reduction. The noise variance and the speech model parameters are adopted as a speech activity detector. The reduced-biased Kalman gain enables the KF to minimize the noise effect significantly, yielding the enhanced speech. Objective and subjective scores on the NOIZEUS corpus demonstrate that the enhanced speech produced by the proposed method exhibits higher quality and intelligibility than some benchmark methods.

Sign in / Sign up

Export Citation Format

Share Document