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DOI | 10.5194/hess-23-1163-2019 |
Covariance resampling for particle filter-state and parameter estimation for soil hydrology | |
Berg D.; Bauser H.H.; Roth K. | |
发表日期 | 2019 |
ISSN | 1027-5606 |
起始页码 | 1163 |
结束页码 | 1178 |
卷号 | 23期号:2 |
英文摘要 | Particle filters are becoming increasingly popular for state and parameter estimation in hydrology. One of their crucial parts is the resampling after the assimilation step. We introduce a resampling method that uses the full weighted covariance information calculated from the ensemble to generate new particles and effectively avoid filter degeneracy. The ensemble covariance contains information between observed and unobserved dimensions and is used to fill the gaps between them. The covariance resampling approximately conserves the first two statistical moments and partly maintains the structure of the estimated distribution in the retained ensemble. The effectiveness of this method is demonstrated with a synthetic case- A n unsaturated soil consisting of two homogeneous layers-by assimilating time-domain reflectometry-like (TDR-like) measurements. Using this approach we can estimate state and parameters for a rough initial guess with 100 particles. The estimated states and parameters are tested with a forecast after the assimilation, which is found to be in good agreement with the synthetic truth. © 2019 Author(s). |
语种 | 英语 |
scopus关键词 | Distributed computer systems; Hydrology; Monte Carlo methods; Time domain analysis; Homogeneous layers; Particle filter; Resampling method; State and parameter estimations; Statistical moments; Time domain reflectometry; Unsaturated soil; Weighted covariance; Parameter estimation; covariance analysis; detection method; filter; hydrology; measurement method; numerical method; parameter estimation; parameterization; sampling; soil water |
来源期刊 | Hydrology and Earth System Sciences
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文献类型 | 期刊论文 |
条目标识符 | http://gcip.llas.ac.cn/handle/2XKMVOVA/159744 |
作者单位 | Berg, D., Institute of Environmental Physics (IUP), Heidelberg University, Heidelberg, Germany, HGS MathComp, Heidelberg University, Heidelberg, Germany; Bauser, H.H., Institute of Environmental Physics (IUP), Heidelberg University, Heidelberg, Germany, HGS MathComp, Heidelberg University, Heidelberg, Germany; Roth, K., Institute of Environmental Physics (IUP), Heidelberg University, Heidelberg, Germany, Interdisciplinary Center for Scientific Computing (IWR), Heidelberg University, Heidelberg, Germany |
推荐引用方式 GB/T 7714 | Berg D.,Bauser H.H.,Roth K.. Covariance resampling for particle filter-state and parameter estimation for soil hydrology[J],2019,23(2). |
APA | Berg D.,Bauser H.H.,&Roth K..(2019).Covariance resampling for particle filter-state and parameter estimation for soil hydrology.Hydrology and Earth System Sciences,23(2). |
MLA | Berg D.,et al."Covariance resampling for particle filter-state and parameter estimation for soil hydrology".Hydrology and Earth System Sciences 23.2(2019). |
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