Skip to main content

A One-Step-Ahead Smoothing-Based Joint Ensemble Kalman Filter for State-Parameter Estimation of Hydrological Models

  • Conference paper
  • First Online:

Part of the book series: Lecture Notes in Computer Science ((LNISA,volume 8964))

Abstract

The ensemble Kalman filter (EnKF) recursively integrates field data into simulation models to obtain a better characterization of the model’s state and parameters. These are generally estimated following a state-parameters joint augmentation strategy. In this study, we introduce a new smoothing-based joint EnKF scheme, in which we introduce a one-step-ahead smoothing of the state before updating the parameters. Numerical experiments are performed with a two-dimensional synthetic subsurface contaminant transport model. The improved performance of the proposed joint EnKF scheme compared to the standard joint EnKF compensates for the modest increase in the computational cost.

This is a preview of subscription content, log in via an institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   39.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

References

  1. Gharamti, M.E., Kadoura, A., Valstar, J., Sun, S., Hoteit, I.: Constraining a compositional flow model with flow-chemical data using an ensemble-based Kalman filter. Water Resour. Res. 50, 2444–2467 (2014)

    Article  Google Scholar 

  2. Gharamti, A., Valstar, J., Hoteit, I.: An adatpive hybrid EnKF-OI scheme for efficient state-parameter estimaton of reactive contaminant transport models. Adv. Water Resour. 71, 1–15 (2014)

    Article  Google Scholar 

  3. Gharamti, M.E., Hoteit, I.: Complex step-based low-rank extended Kalman filtering for state-parameter estimation of subsurface transport models. J. Hydrol. 509, 588–600 (2013)

    Article  Google Scholar 

  4. Hendricks-Franssen, H., Kinzelbach, W.: Real-time groundwater flow modeling with the ensemble kalman filter: Joint estimation of states and parameters and the filter inbreeding problem. Water Resour. Res. 44, W09408 (2008)

    Google Scholar 

  5. Gómez-Hernández, J.J., Journel, A.G.: Joint sequential simulation of multigaussian fields. Geostatistics Troia. 92, 85–94 (1993)

    Article  Google Scholar 

  6. Li, L., Zhou, H., Gómez-Hernández, J.J., Hendricks-Franssen, H.-J.: Jointly mapping hydraulic conductivity and porosity by assimilating concentration data via ensemble kalman filter. J. Hydrol. 428, 152–169 (2012)

    Article  Google Scholar 

  7. Moradkhani, H., Sorooshian, S., Gupta, H.V., Houser, P.R.: Dual state-parameter estimation of hydrological models using ensemble Kalman filter. Adv. Water Resour. 28(2), 135–147 (2005)

    Article  Google Scholar 

  8. Desbouvries, F., Petetin, Y., Ait-El-Fquih, B.: Direct, prediction- and smoothing-based kalman and particle filter algorithms. Signal Process. 91(8), 2064–2077 (2011)

    Article  MATH  Google Scholar 

  9. Lee, W., Farmer, C.: Data assimilation by conditioning of driving noise on future observations. IEEE Trans. Signal Process. 62(15), 3887–3896 (2014)

    Article  MathSciNet  Google Scholar 

  10. Reichle, R.H., McLaughlin, D.B., Entekhabi, D.: Hydrologic data assimilation with the ensemble Kalman filter. Mon. Weather Rev. 130(1), 103–114 (2002)

    Article  Google Scholar 

  11. Smidl, Y., Quinn, A.: Variational Bayesian filtering. IEEE Trans. Signal Process. 56, 5020–5030 (2008)

    Article  MathSciNet  Google Scholar 

  12. Smidl, Y., Quinn, A.: The Variational Bayes Method in Signal Processing. Springer, Heidelberg (2006)

    Google Scholar 

  13. Cohn, S.E., Sivakumaran, N.S.: Ricardo todling.: a fixed-lag kalman smoother for retrospective data assimilation. Mon. Weather Rev. 122, 2838–2867 (1994)

    Article  Google Scholar 

  14. Polson, N.G., Stroud, J.R., Müller, P.: Practical filtering with sequential parameter learning. J. Roy. Stat. Soc. 70(2), 413–428 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  15. Cuzol, A., Mémin, E.: Monte Carlo fixed-lag smoothing in state-space models. Nonlin. Process. Geophys. 21, 633–643 (2014)

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Ibrahim Hoteit .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2015 Springer International Publishing Switzerland

About this paper

Cite this paper

Gharamti, M.E., Ait-El-Fquih, B., Hoteit, I. (2015). A One-Step-Ahead Smoothing-Based Joint Ensemble Kalman Filter for State-Parameter Estimation of Hydrological Models. In: Ravela, S., Sandu, A. (eds) Dynamic Data-Driven Environmental Systems Science. DyDESS 2014. Lecture Notes in Computer Science(), vol 8964. Springer, Cham. https://doi.org/10.1007/978-3-319-25138-7_19

Download citation

  • DOI: https://doi.org/10.1007/978-3-319-25138-7_19

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-25137-0

  • Online ISBN: 978-3-319-25138-7

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics