scholarly journals A Nested Ensemble Filtering Approach for Parameter Estimation and Uncertainty Quantification of Traffic Noise Models

2019 ◽  
Vol 10 (1) ◽  
pp. 204
Author(s):  
Kai Huang ◽  
Yurui Fan ◽  
Liming Dai

In this study, a nested ensemble filtering (NEF) approach is advanced for uncertainty parameter estimation and uncertainty quantification of a traffic noise model. As an extension of the ensemble Kalman filter (EnKF) and particle filter methods, the proposed NEF method improves upon the ensemble Kalman filter (EnKF) method by incorporating the sample importance resampling (SIR) procedures into the EnKF update process. The NEF method can avoid the overshooting problem (abnormal value (e.g., outside the predefined ranges, complex values) in parameter or state samples) existing in the EnKF update process. The proposed NEF method is applied to the traffic noise prediction on the Trans-Canada Highway in the City of Regina to demonstrate its applicability. The results indicate that: (a) when determining parameters in the traffic noise prediction model, the NEF method provides accurate estimation; (b) the model parameters can be recursively corrected with the NEF method whenever a new measurement becomes available; (c) the uncertainty in the traffic noise model (should be the noise itself) can be well reduced and quantified through the proposed NEF approach.

2011 ◽  
Vol 15 (8) ◽  
pp. 2437-2457 ◽  
Author(s):  
S. Nie ◽  
J. Zhu ◽  
Y. Luo

Abstract. The performance of the ensemble Kalman filter (EnKF) in soil moisture assimilation applications is investigated in the context of simultaneous state-parameter estimation in the presence of uncertainties from model parameters, soil moisture initial condition and atmospheric forcing. A physically based land surface model is used for this purpose. Using a series of identical twin experiments in two kinds of initial parameter distribution (IPD) scenarios, the narrow IPD (NIPD) scenario and the wide IPD (WIPD) scenario, model-generated near surface soil moisture observations are assimilated to estimate soil moisture state and three hydraulic parameters (the saturated hydraulic conductivity, the saturated soil moisture suction and a soil texture empirical parameter) in the model. The estimation of single imperfect parameter is successful with the ensemble mean value of all three estimated parameters converging to their true values respectively in both NIPD and WIPD scenarios. Increasing the number of imperfect parameters leads to a decline in the estimation performance. A wide initial distribution of estimated parameters can produce improved simultaneous multi-parameter estimation performances compared to that of the NIPD scenario. However, when the number of estimated parameters increased to three, not all parameters were estimated successfully for both NIPD and WIPD scenarios. By introducing constraints between estimated hydraulic parameters, the performance of the constrained three-parameter estimation was successful, even if temporally sparse observations were available for assimilation. The constrained estimation method can reduce RMSE much more in soil moisture forecasting compared to the non-constrained estimation method and traditional non-parameter-estimation assimilation method. The benefit of this method in estimating all imperfect parameters simultaneously can be fully demonstrated when the corresponding non-constrained estimation method displays a relatively poor parameter estimation performance. Because all these constraints between parameters were obtained in a statistical sense, this constrained state-parameter estimation scheme is likely suitable for other land surface models even with more imperfect parameters estimated in soil moisture assimilation applications.


2012 ◽  
Vol 27 (4) ◽  
pp. 877-897 ◽  
Author(s):  
A. H. ELSheikh ◽  
C. C. Pain ◽  
F. Fang ◽  
J. L. M. A. Gomes ◽  
I. M. Navon

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