共查询到20条相似文献，搜索用时 31 毫秒
1.
R. C. Curi T. E. Unny K. W. Hipel K. Ponnambalam 《Stochastic Environmental Research and Risk Assessment (SERRA)》1995,9(1):13-32
Distributed parameter filtering theory is employed for estimating the state variables and associated error covariances of a dynamical distributed system under highly random tidal and meteorological influences. The stochastic-deterministic mathematical model of the physical system under study consists of the shallow water equations described by the momentum and continuity equations in which the external forces such as Coriolis force, wind friction, and atmospheric pressure are considered. White Gaussian noises in the system and measurement equations are used to account for the inherent stochasticity of the system. By using an optimal distributed parameter filter, the information provided by the stochastic dynamical model and the noisy measurements taken from the actual system are combined to obtain an optimal estimate of the state of the system, which in turn is used as the initial condition for the prediction procedure. The approach followed here has numerical approximation carried out at the end, which means that the numerical discretization is performed in the filtering equations, and not in the equations modelling the system. Therefore, the continuous distributed nature of the original system is maintained as long as possible and the propagation of modelling errors in the problem is minimized. The appropriateness of the distributed parameter filter is demonstrated in an application involving the prediction of storm surges in the North Sea. The results confirm excellent filter performance with considerable improvement with respect to the deterministic prediction. 相似文献
2.
本文根据数字滤波器压制干扰的原理,指出利用数字滤波器的频率响应、优选数字处理方法和确定最佳滤波参数的具体原则。对于那些未给出频率响应函数或周期选择性函数的数字处理方法,可以直接根据计算方法的权系数算出它们的频率响应。计算递归滤波器的频率响应式子,也可以用来计算其它非递归滤波器的频率响应。本文利用重力固体潮汐分析中计算中心点的零点飘移值若干方法的系数和它们的周期选择性函数,分别计算了它们的频率响应,从两者的数值上比较,结果是一致的。本文还计算了目前大家常用的一些数字处理方法,如五日均值、一阶差分、二阶差分、多点数字平滑等方法的频率响应值。并分析了它们的处理效果和方法的局限性。还根据最佳数字滤波器和DAI数字滤波器的频率响应曲线,说明选择数字滤波器和确定最佳滤波参数的具体方法。 相似文献
3.
由于卫星重力梯度观测的有色噪声特性和海量观测特征,在利用直接法进行重力场模型的最小二乘求解时,观测值的协方差阵为超大型的非对角阵,这给数值求解带来了极大困难.本文提出了一种基于先验误差功率谱密度的最优ARMA滤波模型构建方法,结合法方程的分块求解策略,可实现对卫星重力梯度观测值的高效滤波处理.数值仿真结果表明,利用最优ARMA滤波器进行时域滤波后,法方程的态性得到了明显改善,重力梯度观测值中的有色噪声得到了有效的"白化"处理,大地水准面精度得到了显著提升. 相似文献
4.
Kalman filtering for stochastic dynamic tidal models, is a hyperbolic filtering problem. The questions of observability and stability of the filter as well as the effects of the finite difference approximation on the filter performance are studied. The degradation of the performance of the filter, in case an erroneous filter model is used, is investigated. In this paper we discuss these various practical aspects of the application of Kalman filtering for tidal flow identification problems. Filters are derived on the basis of the linear shallow water equations. Analytical methods are used to study the performance of the filters under a variety of circumstances. 相似文献
5.
基于ARMA模型非因果空间预测滤波(英文) 总被引：3，自引：1，他引：2
常规频域预测滤波方法是建立在自回归(autoregressive,AR)模型基础上的,这导致滤波过程中前后假设的不一致,即首先利用源噪声的假设计算误差剖面,却又将其作为可加噪声而从原始剖面中减去来得到有效信号。本文通过建立自回归-滑动平均(autoregres sive/moving-average,ARMA)模型,首先求解非因果预测误差滤波算子,然后利用自反褶积形式投影滤波过程估计可加噪声,进而达到去除随机噪声目的。此过程有效避免了基于AR模型产生的不一致性。在此基础上,将一维ARMA模型扩展到二维空间域,实现了基于二维ARMA模型频域非因果空间预测滤波在三维地震资料随机噪声衰减中的应用。模型试验与实际资料处理表明该方法在很好保留反射信息同时,压制随机噪声更加彻底,明显优于常规频域预测去噪方法。 相似文献
6.
地震下结构振动的最优控制算法模型比较与改进 总被引：8，自引：0，他引：8
模拟地震激励输入结构的过程，将控制目标函数化解到每个时间步长上。用激励所产生的脉冲响应重新构造控制目标函数，直接从泛函变分出发，推导出了一种改进的最优控制算法，并用状态转移的数值方法加以实现。从概念上讲，本算法是一种更为合理的结构最优控制算法。算例表明，在相同控制能量下，本算法能更有效地削减响应峰值，且稳定性良好。 相似文献
7.
Kalman filter (KF) and its variants are widely used for real-time state updating and prediction in environmental science and engineering. Whereas in many applications the most important performance criterion may be the fraction of the times when the filter performs satisfactorily under different conditions, in many other applications estimation and prediction specifically of extremes, such as floods, droughts, algal blooms, etc., may be of primary importance. Because KF is essentially a least squares solution, it is subject to conditional biases (CB) which arise from the error-in-variable, or attenuation, effects when the model dynamics are highly uncertain, the observations have large errors and/or the system being modeled is not very predictable. In this work, we describe conditional bias-penalized KF, or CBPKF, based on CB-penalized linear estimation which minimizes a weighted sum of error variance and expectation of Type-II CB squared and comparatively evaluate with KF through a set of synthetic experiments for one-dimensional state estimation under the idealized conditions of normality and linearity. The results show that CBPKF reduces root mean square error (RMSE) over KF by 10–20% or more over the tails of the distribution of the true state. In the unconditional sense CBPKF performs comparably to KF for nonstationary cases in that CBPKF increases RMSE over all ranges of the true state only up to 3%. With the ability to reduce CB explicitly, CBPKF provides a significant new addition to the existing suite of filtering techniques for improved analysis and prediction of extreme states of uncertain environmental systems. 相似文献
8.
Inverse filtering is applied to seismic data to remove the effect of the wavelet and to obtain an estimate of the reflectivity series. In many cases the wavelet is not known, and only an estimate of its autocorrelation function (ACF) can be computed. Solving the Yule-Walker equations gives the inverse filter which corresponds to a minimum-delay wavelet. When the wavelet is mixed delay, this inverse filter produces a poor result.
By solving the extended Yule-Walker equations with the ACF of lag α on the main diagonal of the filter equations, it is possible to decompose the inverse filter into a finite-length filter convolved with an infinite-length filter. In a previous paper we proposed a mixed-delay inverse filter where the finite-length filter is maximum delay and the infinite-length filter is minimum delay.
Here, we refine this technique by analysing the roots of the Z -transform polynomial of the finite-length filter. By varying the number of roots which are placed inside the unit circle of the mixed-delay inverse filter, at most 2 α different filters are obtained. Applying each filter to a small data set (say a CMP gather), we choose the optimal filter to be the one for which the output has the largest L p -norm, with p =5. This is done for increasing values of α to obtain a final optimal filter. From this optimal filter it is easy to construct the inverse wavelet which may be used as an estimate of the seismic wavelet.
The new procedure has been applied to a synthetic wavelet and to an airgun wavelet to test its performance, and also to verify that the reconstructed wavelet is close to the original wavelet. The algorithm has also been applied to prestack marine seismic data, resulting in an improved stacked section compared with the one obtained by using a minimum-delay filter. 相似文献
By solving the extended Yule-Walker equations with the ACF of lag α on the main diagonal of the filter equations, it is possible to decompose the inverse filter into a finite-length filter convolved with an infinite-length filter. In a previous paper we proposed a mixed-delay inverse filter where the finite-length filter is maximum delay and the infinite-length filter is minimum delay.
Here, we refine this technique by analysing the roots of the Z -transform polynomial of the finite-length filter. By varying the number of roots which are placed inside the unit circle of the mixed-delay inverse filter, at most 2
The new procedure has been applied to a synthetic wavelet and to an airgun wavelet to test its performance, and also to verify that the reconstructed wavelet is close to the original wavelet. The algorithm has also been applied to prestack marine seismic data, resulting in an improved stacked section compared with the one obtained by using a minimum-delay filter. 相似文献
9.
The effects of diaphragm mass distribution are investigated for building pounding. Elastic diaphragm‐to‐diaphragm collisions are explained by considering the total momentum over the length of each diaphragm at three critical instants during collision. Expressions for collision force and collision duration are produced, providing additional information about the collision process. Equations for the post collision velocity of each diaphragm are produced and are found to appreciably differ from conventional impact—momentum equations under certain conditions. The change in post collision velocity is found to be dependent on the ratio of the axial periods of free vibration of the two diaphragms and the ratio of their masses. An equivalent lumped mass model is proposed and assessed against simplified distributed mass models with numerical modelling of two two‐storey buildings. Finally, a new parameter is introduced to represent the plasticity of an inelastic collision between the two distributed masses. This paper highlights the significant influence that diaphragm mass distribution may have on the analysis of pounding structures. Copyright © 2010 John Wiley & Sons, Ltd. 相似文献
10.
Indrajit G. Roy 《Geophysical Prospecting》2020,68(3):1041-1056
We propose a strategy in designing an optimal set of filter parameters, such as the order of interpolating polynomial and the filter length for a Savitzky–Golay derivative filter. The proposed strategy is based on the ‘principle of parsimony’ while satisfying the optimality conditions. The optimality conditions are based on the Durbin–Watson lag-1 test statistic and the Derringer–Suich desirability function. While the former checks for an appropriate data fitting, the latter, on the other hand, ensures minimal shape distortion of the reconstructed response. The proposed strategy of designing filter parameters is developed and validated through numerical experiments using Gaussian pulse as a test function which is contaminated with additive white Gaussian noise. In the numerical tests, the polynomial orders used were 3, 5 and 7, but the filter length for each polynomial was varying until the optimality conditions were satisfied. The Savitzky–Golay derivative filtering is used in obtaining the robust reconstruction of noisy geophysical anomaly and the robust estimation of its first- and second-order derivatives. We validated the proposed technique on the published self-potential anomaly data using a data-based interpretation technique where the reconstructed anomaly and its first- and second-order derivatives were used in estimating model parameters. The data-based interpretation using the proposed technique of Savitzky–Golay derivative filtering provides a close agreement with the published results. 相似文献
11.
The local ensemble transform Kalman filter (LETKF) is implemented with the Weather Research and Forecasting (WRF) model, and
real observations are assimilated to assess the newly-developed WRF-LETKF system. The WRF model is a widely-used mesoscale
numerical weather prediction model, and the LETKF is an ensemble Kalman filter (EnKF) algorithm particularly efficient in
parallel computer architecture. This study aims to provide the basis of future research on mesoscale data assimilation using
the WRF-LETKF system, an additional testbed to the existing EnKF systems with the WRF model used in the previous studies.
The particular LETKF system adopted in this study is based on the system initially developed in 2004 and has been continuously
improved through theoretical studies and wide applications to many kinds of dynamical models including realistic geophysical
models. Most recent and important improvements include an adaptive covariance inflation scheme which considers the spatial
and temporal inhomogeneity of inflation parameters. Experiments show that the LETKF successfully assimilates real observations
and that adaptive inflation is advantageous. Additional experiments with various ensemble sizes show that using more ensemble
members improves the analyses consistently. 相似文献
12.
In mathematical statistical filtering the deconvolution problem can be solved by two different methods:
- 1 by inverse filtering
- 2 by calculating the prediction error.
13.
This paper considers the dynamical behaviour of a structural model with foundation uplift. The equations of motion of the system considered are derived for large displacements thus allowing for the eventual overturning of the system. The transition conditions between successive phases of motion, derived in terms of the specific Lagrangian co‐ordinates used in the formulation of the equations of motion, present innovative aspects which resolve some previously inexplicable behaviour in the structural response reported in the literature. The dynamical behaviour of the model is considered under impulsive and long‐duration ground motions. The minimum horizontal acceleration impulses for the uplift and the overturning of the system are evaluated in analytical form. The sensitivity of the model to uplifting and to overturning under impulsive excitations is established as a function of few significant structural parameters. Numerical applications have been performed changing either the structural parameters or the loading parameter, in order to analyse several dynamical behaviours and also to validate the analytical results. For earthquake ground motions the results, reported in the form of response spectra, show that linearized models generally underestimate, sometimes significantly, the structural response. Copyright © 2003 John Wiley & Sons, Ltd. 相似文献
14.
A mathematical optimal control method is developed to identify a hydraulic conductivity distribution in a density dependent flow field. Using a variational method, the adjoint partial differential equations are obtained for the density- dependent state equations used for the saline aquifer water flow. The adjoint equations are numerically solved in through a finite difference method. The developed method is applied to identify the hydraulic conductivity distribution through the numerical solution of an optimal control problem. To demonstrate the effectiveness of the optimal control method, three numerical experiments are conducted with artificial observation data. The results indicate that the developed method has the potential to accurately identify the hydraulic conductivity distribution in a saline water aquifer flow system. 相似文献
15.
基于应力、速度混合变量弹性波方程及任意四边形网格差分算子,给出了交错计算应力及速度的非规则网格弹性波应力一速度差分法该方法融合了有限元法能适应复杂形状边界及差分法无需计算刚度阵的特点,具有较高的计算精度,所需计算机存储空间较少,计算效率也很高．基于积分平衡方程引入了任意形状自由表面的边界条件,且通过局部滤波改善了自由表面边界条件的稳定性,使得该方法可应用于考虑地表形状影响的地震波数值模拟 相似文献
16.
Conventional time-space domain and frequency-space domain prediction filtering methods assume that seismic data consists of two parts, signal and random noise. That is, the so-called additive noise model. However, when estimating random noise, it is assumed that random noise can be predicted from the seismic data by convolving with a prediction error filter. That is, the source-noise model. Model inconsistencies, before and after denoising, compromise the noise attenuation and signal-preservation performances of prediction filtering methods. Therefore, this study presents an inversion-based time-space domain random noise attenuation method to overcome the model inconsistencies. In this method, a prediction error filter (PEF), is first estimated from seismic data; the filter characterizes the predictability of the seismic data and adaptively describes the seismic data’s space structure. After calculating PEF, it can be applied as a regularized constraint in the inversion process for seismic signal from noisy data. Unlike conventional random noise attenuation methods, the proposed method solves a seismic data inversion problem using regularization constraint; this overcomes the model inconsistency of the prediction filtering method. The proposed method was tested on both synthetic and real seismic data, and results from the prediction filtering method and the proposed method are compared. The testing demonstrated that the proposed method suppresses noise effectively and provides better signal-preservation performance. 相似文献
17.
The spatial variability of each parameter affecting storm runoff must be accounted for in distributed modelling. The objective of the work reported here is to assess the effects of using distributed versus lumped hydraulic roughness coefficients in the modelling of direct surface runoff. A spatially variable data set composed of Manning roughness coefficients is used to model direct surface runoff. To assess the information content (as measured by entropy) of spatially variable data and its significance in distributed modelling, various degrees of smoothing are applied. The error resulting from smoothing the hydraulic roughness coefficients is determined by modelling overland flow using a finite element solution. The Manning roughness coefficients were taken from field measurements of the Manning roughness coefficient at 0.6 m on a 14 m hillslope. These values were then used in a numerical simulation of outflow hydrographs to investigate the dependence of error on spatial variability. Our study focuses on the characteristics of spatial data used in distributed hydrological modelling. The field sites have fractal dimensions of ≈? 1.4, which is close to a Brownian variation. The sampling interval that captures the essential spatial variability of the Manning roughness coefficient does not seem to matter due to its Brownian variation in the field sites. Hence due to the nearly uniform random distribution, measurements at 0.6 m intervals are not necessary and larger intervals would yield results that are just as acceptable provided the mean value together with a uniformly random distribution is maintained for any size of finite element or sampling resolution. Because detailed measurements of hydraulic roughness are not practically available for deterministic catchment modelling, it is important to know that larger sampling resolutions may be used than 0.6 m. 相似文献
18.
Multi-spectral decomposition of functional autoregressive models 总被引：2，自引：2，他引：0
R. Salmerón M. D. Ruiz-Medina 《Stochastic Environmental Research and Risk Assessment (SERRA)》2009,23(3):289-297
Functional data models provides a suitable framework for the statistical analysis of several environmental phenomena involving
continuous time evolution and/or spatial variation. The functional autoregressive model of order p, p ≥ 1, (FAR(p)) extends to the infinite-dimensional space context the classical autoregressive model AR(p) (see, for example,
Mourid T (1993) Processus autorégressiifs d’ordre supérieur. Acad Sci t.317(Sér. I):1167–1172). In this paper, we derive a multidimensional diagonalization of the functional parameters (operators)
involved in the FAR(p), p > 1, formulation. The functional state equation is then transformed into a discrete system of scalar state equations. The
decomposition obtained is optimal regarding information on spatiotemporal interaction affecting the evolution of the spatial
behavior of the process of interest. For functional prediction and filtering, we implement the Kalman filter equations from
the diagonal version derived for FAR(p) models.
This work has been supported in part by projects MTM2005-08597 of the DGI, MEC, and P05-FQM-00990, P06-FQM-02271 of the Andalousian
CICE, Spain. 相似文献
19.
在地震勘探领域中,卡尔曼滤波常用于地震信号的反褶积以提高地震勘探资料的分辨率和信噪比. 不同于此,本文建立一个新的卡尔曼滤波系统模型并利用卡尔曼滤波跟踪地震记录同相轴. 同相轴信息在对地下介质性质、界面的深度、界面的产状以及油气定性判别等方面具有极其重要的作用. 目前多数拾取地震同相轴的方法与地震波的运动规律结合较少.本文依据地震反射波运动规律构建了用于跟踪地震反射同相轴的卡尔曼滤波系统的状态方程和量测方程,并将炮检距、地震子波到达时和层速度等重要物理量融入所建方程,给出滤波模型和初始化方法,分析不同因素对该系统滤波性能的影响. 仿真实验表明,所提出的跟踪滤波系统能较好地拾取地震反射同相轴信息,为拾取地震同相轴提供了一条新途径. 相似文献
20.
We present a new finite element (FE) method for magnetotelluric modelling of three-dimensional conductivity structures. Maxwell's equations are treated as a system of first-order partial differential equations for the secondary fields. Absorbing boundary conditions are introduced, minimizing undesired boundary effects and allowing the use of small computational domains. The numerical algorithm presented here is an iterative, domain decomposition procedure employing a nonconforming FE space. It does not use global matrices, therefore allowing the modellization of large and complicated structures. The algorithm is naturally parallellizable, and we show results obtained in the IBM SP2 parallel supercomputer at Purdue University. The accuracy of the numerical method is verified by checking the computed solutions with the results of COMMEMI, the international project on the comparison of modelling methods for electromagnetic induction. 相似文献