论文标题

模型森林合奏卡尔曼过滤器

The Model Forest Ensemble Kalman Filter

论文作者

Popov, Andrey A, Sandu, Adrian

论文摘要

传统的数据同化使用从一个物理驱动的模型传播获得的信息,并将其与从现实世界观测中得出的信息相结合,以便更好地估计某些自然过程的真实性。但是,在许多情况下,都可以使用多个描述相同物理现象的模拟模型。这样的模型可以具有不同的来源。一方面,有理论引导的模型是由第一个物理原理构建的,而另一方面,有数据驱动的模型是由高保真性信息的快照构建的。在这项工作中,我们通过将模型层次结构的概念推广到模型森林中来利用该模型集合中的模型集合 - 高保真度和低忠诚度模型的集合,以捕获不同模型之间的各种关系,以捕获模型树的摸索。我们将先前在模型层次结构上运行的多因子集合滤波器通过线性控制变体的广义理论进行了模型森林集合滤波器。这种新的过滤器可以在准确性和速度之间踩踏界限时获得更多的自由。具有高保真度的准晶状体模型及其两个低忠诚度降低订单模型的数值实验验证了我们方法的准确性。

Traditional data assimilation uses information obtained from the propagation of one physics-driven model and combines it with information derived from real-world observations in order to obtain a better estimate of the truth of some natural process. However, in many situations multiple simulation models that describe the same physical phenomenon are available. Such models can have different sources. On one hand there are theory-guided models are constructed from first physical principles, while on the other there are data-driven models that are constructed from snapshots of high fidelity information. In this work we provide a possible way to make use of this collection of models in data assimilation by generalizing the idea of model hierarchies into model forests -- collections of high fidelity and low fidelity models organized in a groping of model trees such as to capture various relationships between different models. We generalize the multifidelity ensemble Kalman filter that previously operated on model hierarchies into the model forest ensemble Kalman filter through a generalized theory of linear control variates. This new filter allows for much more freedom when treading the line between accuracy and speed. Numerical experiments with a high fidelity quasi-geostrophic model and two of its low fidelity reduced order models validate the accuracy of our approach.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源