Spatio-Temporal Inversion Using the Selection Kalman Model

Frontiers in Applied Mathematics and Statistics

Henning Omre¹  Maxime Conjard² 

[1] Trondheim, Norway;null;

关键词: inverse problem;    spatio-temporal variables;    Kalman model;    multimodality;    data assimilation;   

DOI  :  10.3389/fams.2021.636524

来源: Frontiers

【 摘 要 】

Data assimilation in models representing spatio-temporal phenomena poses a challenge, particularly if the spatial histogram of the variable appears with multiple modes. The traditional Kalman model is based on a Gaussian initial distribution and Gauss-linear forward and observation models. This model is contained in the class of Gaussian distribution and is therefore analytically tractable. It is however unsuitable for representing multimodality. We define the selection Kalman model that is based on a selection-Gaussian initial distribution and Gauss-linear forward and observation models. The selection-Gaussian distribution can be seen as a generalization of the Gaussian distribution and may represent multimodality, skewness and peakedness. This selection Kalman model is contained in the class of selection-Gaussian distributions and therefore it is analytically tractable. An efficient recursive algorithm for assessing the selection Kalman model is specified. The synthetic case study of spatio-temporal inversion of an initial state, inspired by pollution monitoring, suggests that the use of the selection Kalman model offers significant improvements compared to the traditional Kalman model when reconstructing discontinuous initial states.

【 授权许可】

CC BY