On spatially correlated observations in importance sampling methods for subsidence estimation

Abstract

AbstractThe particle filter is a data assimilation method based on importance sampling for state and parameter estimation. We apply a particle filter in two different quasi-static experiments with models of subsidence caused by a compacting reservoir. The first model considers uncorrelated model state variables and observations, with observed subsidence resulting from a single source of strain. In the second model, subsidence is a summation of subsidence contributions from multiple sources which causes spatial dependencies and correlations in the observed subsidence field. Assimilating these correlated subsidence fields may trigger weight collapse. With synthetic tests, we show in a model of subsidence with 50 independent state variables and spatially correlated subsidence a minimum of $$\varvec{10^{13}}$$ 10 13 particles are required to have information in the posterior distribution identical to that in a model with 50 independent and spatially uncorrelated observations. Spatial correlations cause an information loss which can be quantified with mutual information. We illustrate how a stronger spatial correlation results in lower information content in the posterior and we empirically derive the required ensemble size for the importance sampling to remain effective. We furthermore illustrate how this loss of information is reflected in the log likelihood, and how this depends on the number of model state variables. Based on these empirical results, we propose criteria to evaluate the required ensemble size in data assimilation of spatially correlated observation fields.