scholarly journals Estimation of local failure in tensegrity using Interacting Particle-Ensemble Kalman Filter

2021 ◽  
Vol 160 ◽  
pp. 107824
Author(s):  
Neha Aswal ◽  
Subhamoy Sen ◽  
Laurent Mevel
Keyword(s):  
Kalman Filter ◽  
Ensemble Kalman Filter ◽  
Local Failure ◽  
Interacting Particle ◽  
Particle Ensemble

scholarly journals A hybrid particle-ensemble Kalman filter for problems with medium nonlinearity

PLoS ONE ◽  
2021 ◽  
Vol 16 (3) ◽  
pp. e0248266
Author(s):  
Ian Grooms ◽  
Gregor Robinson
Keyword(s):  
Kalman Filter ◽  
Particle Filter ◽  
Ensemble Kalman Filter ◽  
Orthogonal Transformation ◽  
Hybrid Filter ◽  
Hybrid Particle ◽  
Particle Ensemble ◽  
Non Gaussian ◽  
Two Stages ◽  
Lorenz 96

A hybrid particle ensemble Kalman filter is developed for problems with medium non-Gaussianity, i.e. problems where the prior is very non-Gaussian but the posterior is approximately Gaussian. Such situations arise, e.g., when nonlinear dynamics produce a non-Gaussian forecast but a tight Gaussian likelihood leads to a nearly-Gaussian posterior. The hybrid filter starts by factoring the likelihood. First the particle filter assimilates the observations with one factor of the likelihood to produce an intermediate prior that is close to Gaussian, and then the ensemble Kalman filter completes the assimilation with the remaining factor. How the likelihood gets split between the two stages is determined in such a way to ensure that the particle filter avoids collapse, and particle degeneracy is broken by a mean-preserving random orthogonal transformation. The hybrid is tested in a simple two-dimensional (2D) problem and a multiscale system of ODEs motivated by the Lorenz-‘96 model. In the 2D problem it outperforms both a pure particle filter and a pure ensemble Kalman filter, and in the multiscale Lorenz-‘96 model it is shown to outperform a pure ensemble Kalman filter, provided that the ensemble size is large enough.

scholarly journals A Hybrid Particle–Ensemble Kalman Filter for Lagrangian Data Assimilation

2015 ◽  
Vol 143 (1) ◽  
pp. 195-211 ◽  
Author(s):  
Laura Slivinski ◽  
Elaine Spiller ◽  
Amit Apte ◽  
Björn Sandstede
Keyword(s):  
Kalman Filter ◽  
Velocity Field ◽  
Data Assimilation ◽  
Ensemble Kalman Filter ◽  
High Dimensional ◽  
Salinity Field ◽  
Hybrid Particle ◽  
Highly Nonlinear ◽  
Particle Ensemble ◽  
Low Dimensional

Abstract Lagrangian measurements from passive ocean instruments provide a useful source of data for estimating and forecasting the ocean’s state (velocity field, salinity field, etc.). However, trajectories from these instruments are often highly nonlinear, leading to difficulties with widely used data assimilation algorithms such as the ensemble Kalman filter (EnKF). Additionally, the velocity field is often modeled as a high-dimensional variable, which precludes the use of more accurate methods such as the particle filter (PF). Here, a hybrid particle–ensemble Kalman filter is developed that applies the EnKF update to the potentially high-dimensional velocity variables, and the PF update to the relatively low-dimensional, highly nonlinear drifter position variable. This algorithm is tested with twin experiments on the linear shallow water equations. In experiments with infrequent observations, the hybrid filter consistently outperformed the EnKF, both by better capturing the Bayesian posterior and by better tracking the truth.

Ensemble Kalman Filter for Out of Sequence Measurement Tracking

2012 ◽  
Vol 132 (10) ◽  
pp. 1617-1625
Author(s):  
Sirichai Pornsarayouth ◽  
Masaki Yamakita
Keyword(s):  
Kalman Filter ◽  
Ensemble Kalman Filter

Data assimilation with the weighted ensemble Kalman filter

2010 ◽  
Author(s):  
Nicolas Papadakis ◽  
Etienne Mémin ◽  
Anne Cuzol ◽  
Nicolas Gengembre
Keyword(s):  
Kalman Filter ◽  
Data Assimilation ◽  
Ensemble Kalman Filter

scholarly journals Assimilation of D-InSAR snow depth data by an ensemble Kalman filter

2021 ◽  
Vol 14 (6) ◽  
Author(s):  
Jinming Yang ◽  
Chengzhi Li
Keyword(s):  
Remote Sensing ◽  
Kalman Filter ◽  
Water Resource ◽  
Ensemble Kalman Filter ◽  
Snow Depth ◽  
Resource Assessment ◽  
Measured Data ◽  
Hydrological Process ◽  
Depth Data ◽  
Water Resource Assessment

AbstractSnow depth mirrors regional climate change and is a vital parameter for medium- and long-term numerical climate prediction, numerical simulation of land-surface hydrological process, and water resource assessment. However, the quality of the available snow depth products retrieved from remote sensing is inevitably affected by cloud and mountain shadow, and the spatiotemporal resolution of the snow depth data cannot meet the need of hydrological research and decision-making assistance. Therefore, a method to enhance the accuracy of snow depth data is urgently required. In the present study, three kinds of snow depth data which included the D-InSAR data retrieved from the remote sensing images of Sentinel-1 synthetic aperture radar, the automatically measured data using ultrasonic snow depth detectors, and the manually measured data were assimilated based on ensemble Kalman filter. The assimilated snow depth data were spatiotemporally consecutive and integrated. Under the constraint of the measured data, the accuracy of the assimilated snow depth data was higher and met the need of subsequent research. The development of ultrasonic snow depth detector and the application of D-InSAR technology in snow depth inversion had greatly alleviated the insufficiency of snow depth data in types and quantity. At the same time, the assimilation of multi-source snow depth data by ensemble Kalman filter also provides high-precision data to support remote sensing hydrological research, water resource assessment, and snow disaster prevention and control program.

scholarly journals Assimilation of Dynamic Combined Finite Discrete Element Methods Using the Ensemble Kalman Filter

2021 ◽  
Vol 11 (7) ◽  
pp. 2898
Author(s):  
Humberto C. Godinez ◽  
Esteban Rougier
Keyword(s):  
Kalman Filter ◽  
Ensemble Kalman Filter ◽  
Failure Modes ◽  
Split Hopkinson Pressure Bar ◽  
Peak Stress ◽  
Discrete Element ◽  
Material Behavior ◽  
Model Parameters ◽  
Hopkinson Pressure Bar ◽  
Parameter Values

Simulation of fracture initiation, propagation, and arrest is a problem of interest for many applications in the scientific community. There are a number of numerical methods used for this purpose, and among the most widely accepted is the combined finite-discrete element method (FDEM). To model fracture with FDEM, material behavior is described by specifying a combination of elastic properties, strengths (in the normal and tangential directions), and energy dissipated in failure modes I and II, which are modeled by incorporating a parameterized softening curve defining a post-peak stress-displacement relationship unique to each material. In this work, we implement a data assimilation method to estimate key model parameter values with the objective of improving the calibration processes for FDEM fracture simulations. Specifically, we implement the ensemble Kalman filter assimilation method to the Hybrid Optimization Software Suite (HOSS), a FDEM-based code which was developed for the simulation of fracture and fragmentation behavior. We present a set of assimilation experiments to match the numerical results obtained for a Split Hopkinson Pressure Bar (SHPB) model with experimental observations for granite. We achieved this by calibrating a subset of model parameters. The results show a steady convergence of the assimilated parameter values towards observed time/stress curves from the SHPB observations. In particular, both tensile and shear strengths seem to be converging faster than the other parameters considered.

scholarly journals Parameters Estimation and Prediction of Water Movement and Solute Transport in Layered, Variably Saturated Soils Using the Ensemble Kalman Filter

Water ◽  
2019 ◽  
Vol 11 (7) ◽  
pp. 1520
Author(s):  
Zheng Jiang ◽  
Quanzhong Huang ◽  
Gendong Li ◽  
Guangyong Li
Keyword(s):  
Kalman Filter ◽  
Solute Transport ◽  
Ensemble Kalman Filter ◽  
Water Movement ◽  
Parameters Estimation ◽  
Saturated Soils ◽  
Hydrological Models ◽  
State Variables ◽  
Ensemble Size ◽  
Highly Nonlinear

The parameters of water movement and solute transport models are essential for the accurate simulation of soil moisture and salinity, particularly for layered soils in field conditions. Parameter estimation can be achieved using the inverse modeling method. However, this type of method cannot fully consider the uncertainties of measurements, boundary conditions, and parameters, resulting in inaccurate estimations of parameters and predictions of state variables. The ensemble Kalman filter (EnKF) is well-suited to data assimilation and parameter prediction in Situations with large numbers of variables and uncertainties. Thus, in this study, the EnKF was used to estimate the parameters of water movement and solute transport in layered, variably saturated soils. Our results indicate that when used in conjunction with the HYDRUS-1D software (University of California Riverside, California, CA, USA) the EnKF effectively estimates parameters and predicts state variables for layered, variably saturated soils. The assimilation of factors such as the initial perturbation and ensemble size significantly affected in the simulated results. A proposed ensemble size range of 50–100 was used when applying the EnKF to the highly nonlinear hydrological models of the present study. Although the simulation results for moisture did not exhibit substantial improvement with the assimilation, the simulation of the salinity was significantly improved through the assimilation of the salinity and relative solutetransport parameters. Reducing the uncertainties in measured data can improve the goodness-of-fit in the application of the EnKF method. Sparse field condition observation data also benefited from the accurate measurement of state variables in the case of EnKF assimilation. However, the application of the EnKF algorithm for layered, variably saturated soils with hydrological models requires further study, because it is a challenging and highly nonlinear problem.

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