scholarly journals On Robust State Estimation of Gene Networks

2010 ◽  
Vol 2 ◽  
pp. 117959721000200 ◽  
Author(s):  
Chia-Hua Chuang ◽  
Chun-Liang Lin
Keyword(s):  
Parameter Estimation ◽  
Kalman Filter ◽  
Quantitative Analysis ◽  
State Estimation ◽  
Gene Networks ◽  
Gene Network ◽  
Biological Systems ◽  
Uncertain Process ◽  
Network Systems ◽  
Internal States

Gene networks in biological systems are not only nonlinear but also stochastic due to noise corruption. How to accurately estimate the internal states of the noisy gene networks is an attractive issue to researchers. However, the internal states of biological systems are mostly inaccessible by direct measurement. This paper intends to develop a robust extended Kalman filter for state and parameter estimation of a class of gene network systems with uncertain process noises. Quantitative analysis of the estimation performance is conducted and some representative examples are provided for demonstration.

scholarly journals Simultaneous Estimation of Microphysical Parameters and the Atmospheric State Using Simulated Polarimetric Radar Data and an Ensemble Kalman Filter in the Presence of an Observation Operator Error

2010 ◽  
Vol 138 (2) ◽  
pp. 539-562 ◽  
Author(s):  
Youngsun Jung ◽  
Ming Xue ◽  
Guifu Zhang
Keyword(s):  
Parameter Estimation ◽  
Kalman Filter ◽  
State Estimation ◽  
Radar Data ◽  
The State ◽  
Polarimetric Radar ◽  
Observation Operator ◽  
Operator Error ◽  
Microphysical Parameters ◽  
Positive Impacts

Abstract The impacts of polarimetric radar data on the estimation of uncertain microphysical parameters are investigated through observing system simulation experiments when the effects of uncertain parameters on the observation operators are also considered. Five fundamental microphysical parameters (i.e., the intercept parameters of rain, snow, and hail and the bulk densities of snow and hail) are estimated individually or collectively using the ensemble square root Kalman filter. The differential reflectivity ZDR, specific differential phase KDP, and radar reflectivity at horizontal polarization ZH are used individually or in combinations for the parameter estimation while the radial velocity and ZH are used for the state estimation. In the process, the parameter values estimated in the previous analysis cycles are used in the forecast model and in observation operators in the ensuing assimilation cycle. Analyses are first performed that examine the sensitivity of various observations to the microphysical parameters with and without observation operator error. The results are used to help interpret the filter behaviors in parameter estimation. The experiments in which either a single or all five parameters contain initial errors reveal difficulties in estimating certain parameters using ZH alone when observation operator error is involved. Additional polarimetric measurements are found to be beneficial for both parameter and state estimation in general. It is found that the polarimetric data are more helpful when the parameter estimation is not very successful with ZH alone. Between ZDR and KDP, KDP is found to produce larger positive impacts on parameter estimation in general while ZDR is more useful in the estimation of the intercept parameter of hail. In the experiments that attempt to correct errors in all five parameters, the filter fails to correctly estimate the snow intercept parameter and the density with or without polarimetric data, seemingly due to the small sensitivity of the observations to these parameters and complications involving the observation operator error. When these two snow parameters are not corrected during the estimation process, the estimations of the other three parameters and of all of the state variables are significantly improved and the positive impacts of polarimetric data are larger than that of a five-parameter estimation. These results reveal the significant complexity of the estimation problem for a highly nonlinear system and the need for careful sensitivity analysis. The problem is potentially more challenging with real-data cases when unknown sources of model errors are inevitable.

scholarly journals Towards predictive data-driven simulations of wildfire spread – Part 2: Ensemble Kalman Filter for the state estimation of a front-tracking simulator of wildfire spread

2014 ◽  
Vol 2 (5) ◽  
pp. 3769-3820 ◽  
Author(s):  
M. C. Rochoux ◽  
C. Emery ◽  
S. Ricci ◽  
B. Cuenot ◽  
A. Trouvé
Keyword(s):  
Parameter Estimation ◽  
Kalman Filter ◽  
State Estimation ◽  
Environmental Conditions ◽  
Ensemble Kalman Filter ◽  
Front Tracking ◽  
Data Driven ◽  
Initial Condition ◽  
Fire Front ◽  
Wildfire Spread

Abstract. This paper is the second part in a series of two articles, which aims at presenting a data-driven modeling strategy for forecasting wildfire spread scenarios based on the assimilation of observed fire front location and on the sequential correction of model parameters or model state. This model relies on an estimation of the local rate of fire spread (ROS) as a function of environmental conditions based on Rothermel's ROS formulation, in order to propagate the fire front with a~level-set-based front-tracking simulator. In Part I, a data assimilation system based on an ensemble Kalman filter (EnKF) was implemented to provide a spatially-uniform correction of biomass fuel and wind parameters and thereby, produce an improved forecast of the wildfire behavior (addressing uncertainties in the input parameters of the ROS model only). In Part II, the objective of the EnKF algorithm is to sequentially update the two-dimensional coordinates of the markers along the discretized fire front, in order to provide a spatially-distributed correction of the fire front location and thereby, a more reliable initial condition for further model time-integration (addressing all sources of uncertainties in the ROS model). The resulting prototype data-driven wildfire spread simulator is first evaluated in a series of verification tests using synthetically-generated observations; tests include representative cases with spatially-varying biomass properties and temporally-varying wind conditions. In order to properly account for uncertainties during the EnKF update step and to accurately represent error correlations along the fireline, it is shown that members of the EnKF ensemble must be generated through variations in estimates of the fire initial location as well as through variations in the parameters of the ROS model. The performance of the prototype simulator based on state estimation or parameter estimation is then evaluated by comparison with data taken from a controlled grassland fire experiment. Results indicate that data-driven simulations are capable of correcting inaccurate predictions of the fire front location and of subsequently providing an optimized forecast of the wildfire behavior at future lead-times. The complementary benefits of both parameter estimation and state estimation approaches, in terms of analysis and forecast performance, are also emphasized. In particular, it is found that the size of the assimilation window must be specified adequately with the persistence of the model initial condition and/or with the temporal and spatial variability of the environmental conditions in order to track sudden changes in wildfire behavior.

A Strong Tracking Cubature Kalman Filter for Nonlinear Estimation

2013 ◽  
Vol 313-314 ◽  
pp. 1115-1119
Author(s):  
Yong Qi Wang ◽  
Feng Yang ◽  
Yan Liang ◽  
Quan Pan
Keyword(s):  
Kalman Filter ◽  
State Estimation ◽  
Scaling Factor ◽  
Estimation Accuracy ◽  
Nonlinear State Estimation ◽  
Cubature Kalman Filter ◽  
Novel Method ◽  
Simulation Results ◽  
Tracking Filter ◽  
Nonlinear State

In this paper, a novel method based on cubature Kalman filter (CKF) and strong tracking filter (STF) has been proposed for nonlinear state estimation problem. The proposed method is named as strong tracking cubature Kalman filter (STCKF). In the STCKF, a scaling factor derived from STF is added and it can be tuned online to adjust the filtering gain accordingly. Simulation results indicate STCKF outperforms over EKF and CKF in state estimation accuracy.

scholarly journals The New Trend of State Estimation: From Model-Driven to Hybrid-Driven Methods

Sensors ◽  
2021 ◽  
Vol 21 (6) ◽  
pp. 2085
Author(s):  
Xue-Bo Jin ◽  
Ruben Jonhson Robert RobertJeremiah ◽  
Ting-Li Su ◽  
Yu-Ting Bai ◽  
Jian-Lei Kong
Keyword(s):  
Kalman Filter ◽  
State Estimation ◽  
Future Development ◽  
Data Driven ◽  
Estimation Methods ◽  
Multiple Model ◽  
Development Trends ◽  
Research Results ◽  
Model Driven ◽  
Model Based

State estimation is widely used in various automated systems, including IoT systems, unmanned systems, robots, etc. In traditional state estimation, measurement data are instantaneous and processed in real time. With modern systems’ development, sensors can obtain more and more signals and store them. Therefore, how to use these measurement big data to improve the performance of state estimation has become a hot research issue in this field. This paper reviews the development of state estimation and future development trends. First, we review the model-based state estimation methods, including the Kalman filter, such as the extended Kalman filter (EKF), unscented Kalman filter (UKF), cubature Kalman filter (CKF), etc. Particle filters and Gaussian mixture filters that can handle mixed Gaussian noise are discussed, too. These methods have high requirements for models, while it is not easy to obtain accurate system models in practice. The emergence of robust filters, the interacting multiple model (IMM), and adaptive filters are also mentioned here. Secondly, the current research status of data-driven state estimation methods is introduced based on network learning. Finally, the main research results for hybrid filters obtained in recent years are summarized and discussed, which combine model-based methods and data-driven methods. This paper is based on state estimation research results and provides a more detailed overview of model-driven, data-driven, and hybrid-driven approaches. The main algorithm of each method is provided so that beginners can have a clearer understanding. Additionally, it discusses the future development trends for researchers in state estimation.

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