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Improving particle filters in rainfall-runoff models: application of the resample-move step and the ensemble Gaussian particle filter

(2013) WATER RESOURCES RESEARCH. 49(7). p.4005-4021
Author
Organization
Project
HYDRASENS project in the frame of STEREO II programme
Abstract
The objective of this paper is to analyse the improvement in the performance of the particle filter by including a resample-move step or by using a modified Gaussian particle filter. Specifically, the standard particle filter structure is altered by the inclusion of the Markov chain Monte Carlo move step. The second choice adopted in this study uses the moments of an ensemble Kalman filter analysis to define the importance density function within the Gaussian particle filter structure. Both variants of the standard particle filter are used in the assimilation of densely sampled discharge records into a conceptual rainfall-runoff model. The results indicate that the inclusion of the resample-move step in the standard particle filter and the use of an optimal importance density function in the Gaussian particle filter improve the effectiveness of particle filters. Moreover, an optimization of the forecast ensemble used in this study allowed for a better performance of the modified Gaussian particle filter compared to the particle filter with resample-move step.
Keywords
KALMAN FILTER, data assimilation, SOIL-MOISTURE, MONTE-CARLO METHODS, SEQUENTIAL DATA ASSIMILATION, SYSTEMS, CALIBRATION, UNCERTAINTY, STATE ESTIMATION, ensemble Kalman filter, particle filter, rainfall-runoff models, Gaussian particle filter

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Citation

Please use this url to cite or link to this publication:

Chicago
Plaza Guingla, Douglas Antonio, Robain De Keyser, Gabriëlle De Lannoy, Laura Giustarini, Patrick Matgen, and Valentijn Pauwels. 2013. “Improving Particle Filters in Rainfall-runoff Models: Application of the Resample-move Step and the Ensemble Gaussian Particle Filter.” Water Resources Research 49 (7): 4005–4021.
APA
Plaza Guingla, D. A., De Keyser, R., De Lannoy, G., Giustarini, L., Matgen, P., & Pauwels, V. (2013). Improving particle filters in rainfall-runoff models: application of the resample-move step and the ensemble Gaussian particle filter. WATER RESOURCES RESEARCH, 49(7), 4005–4021.
Vancouver
1.
Plaza Guingla DA, De Keyser R, De Lannoy G, Giustarini L, Matgen P, Pauwels V. Improving particle filters in rainfall-runoff models: application of the resample-move step and the ensemble Gaussian particle filter. WATER RESOURCES RESEARCH. 2013;49(7):4005–21.
MLA
Plaza Guingla, Douglas Antonio, Robain De Keyser, Gabriëlle De Lannoy, et al. “Improving Particle Filters in Rainfall-runoff Models: Application of the Resample-move Step and the Ensemble Gaussian Particle Filter.” WATER RESOURCES RESEARCH 49.7 (2013): 4005–4021. Print.
@article{4121233,
  abstract     = {The objective of this paper is to analyse the improvement in the performance of the particle filter by including a resample-move step or by using a modified Gaussian particle filter. Specifically, the standard particle filter structure is altered by the inclusion of the Markov chain Monte Carlo move step. The second choice adopted in this study uses the moments of an ensemble Kalman filter analysis to define the importance density function within the Gaussian particle filter structure. Both variants of the standard particle filter are used in the assimilation of densely sampled discharge records into a conceptual rainfall-runoff model. The results indicate that the inclusion of the resample-move step in the standard particle filter and the use of an optimal importance density function in the Gaussian particle filter improve the effectiveness of particle filters. Moreover, an optimization of the forecast ensemble used in this study allowed for a better performance of the modified Gaussian particle filter compared to the particle filter with resample-move step.},
  author       = {Plaza Guingla, Douglas Antonio and De Keyser, Robain and De Lannoy, Gabri{\"e}lle and Giustarini, Laura and Matgen, Patrick and Pauwels, Valentijn},
  issn         = {0043-1397},
  journal      = {WATER RESOURCES RESEARCH},
  keyword      = {KALMAN FILTER,data assimilation,SOIL-MOISTURE,MONTE-CARLO METHODS,SEQUENTIAL DATA ASSIMILATION,SYSTEMS,CALIBRATION,UNCERTAINTY,STATE ESTIMATION,ensemble Kalman filter,particle filter,rainfall-runoff models,Gaussian particle filter},
  language     = {eng},
  number       = {7},
  pages        = {4005--4021},
  title        = {Improving particle filters in rainfall-runoff models: application of the resample-move step and the ensemble Gaussian particle filter},
  url          = {http://dx.doi.org/10.1002/wrcr.20291},
  volume       = {49},
  year         = {2013},
}

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