Abstract

The inverse engineering problems approach is a discipline that is growing very rapidly. The inverse problems we consider here concern the way to determine the state and/or parameters of the physical system of interest using observed measurements. In this context the filtering algorithms constitute a key tool to offer improvements of our knowledge on the system state, its forecast… which are essential, in particular, for oceanographic and meteorologic operational systems. The objective of this paper is to give an overview on how one can design a simple, no time-consuming Reduced-Order Adaptive Filter (ROAF) to solve the inverse engineering problems with high forecasting performance in very high dimensional environment.

Highlights

  • Filtering algorithm constitutes a key tool to offer improvements of system forecast in engineering systems, in particular for oceanographic and meteorologic operational systems

  • Theory and practical implementation of the Reduced-Order Adaptive Filter (ROAF) are presented in this paper

  • This offers a unified approach to the design of an efficient ROAF with low computational and computer memory cost

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Summary

Introduction

Filtering algorithm constitutes a key tool to offer improvements of system forecast in engineering systems, in particular for oceanographic and meteorologic operational systems. As many engineering problems are expressed mathematically by means of a set of partial differential equations together with initial and/or boundary conditions, their numerical solutions result on system state with very high dimension (order of 106 -107 ) In this context the adaptive filter (AF) for state and parameter estimation is an attractive topic for the last decades [1]. Factors affecting the accuracy of numerical predictions include the uncertainty in model error statistics, a more fundamental problem lying in the chaotic nature of the partial differential equations used, the density and quality of observations These difficulties require an another approach to the design of assimilation systems for improving the performance of weather forecasting skills.

Why the Adaptive Filter
Objective function Optimization
Gain Parametrization
Optimization
Practical Implementation of ROAF
L l p l 1
Problem Statement
SSH Observations
Structure of ECM and Its Estimation
On-Line SP2
Findings
Summary
Full Text
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