Low-Rank Kalman filtering for efficient state estimation of subsurface advective contaminant transport models

by M. Elgharamti, I. Hoteit, S. Sun
Year:2012

Bibliography

Low-Rank Kalman filtering for efficient state estimation of subsurface advective contaminant transport models
M. Elgharamti, I. Hoteit, and S. Sun
Journal of Environmental Engineering, 138, 446-457, 2012

Abstract

​Accurate knowledge of the movement of contaminants in porous media is essential to track their trajectory and later extract them from the aquifer. A two-dimensional flow model is implemented and then applied on a linear contaminant transport model in the same porous medium. Because of different sources of uncertainties, this coupled model might not be able to accurately track the contaminant state. Incorporating observations through the process of data assimilation can guide the model toward the true trajectory of the system. The Kalman filter (KF), or its nonlinear invariants, can be used to tackle this problem. To overcome the prohibitive computational cost of the KF, the singular evolutive Kalman filter (SEKF) and the singular fixed Kalman filter (SFKF) are used, which are variants of the KF operating with low-rank covariance matrices. Experimental results suggest that under perfect and imperfect model setups, the low-rank filters can provide estimates as accurate as the full KF but at much lower computational effort. Low-rank filters are demonstrated to significantly reduce the computational effort of the KF to almost 3%.

 

DOI: 10.1061/(ASCE)EE.1943-7870.0000484

Keywords

Aquifers Contaminant Transport Kalman Filter Kalman Filters Low Rank Kalman Filtering Pollutants Singular Evolutive Kalman Filter State Estimation
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