Matching Items (5)
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- All Subjects: Differential equations, Partial--Numerical solutions.
- All Subjects: Kalman filtering
- Creators: Platte, Rodrigo
Description
Modern measurement schemes for linear dynamical systems are typically designed so that different sensors can be scheduled to be used at each time step. To determine which sensors to use, various metrics have been suggested. One possible such metric is the observability of the system. Observability is a binary condition determining whether a finite number of measurements suffice to recover the initial state. However to employ observability for sensor scheduling, the binary definition needs to be expanded so that one can measure how observable a system is with a particular measurement scheme, i.e. one needs a metric of observability. Most methods utilizing an observability metric are about sensor selection and not for sensor scheduling. In this dissertation we present a new approach to utilize the observability for sensor scheduling by employing the condition number of the observability matrix as the metric and using column subset selection to create an algorithm to choose which sensors to use at each time step. To this end we use a rank revealing QR factorization algorithm to select sensors. Several numerical experiments are used to demonstrate the performance of the proposed scheme.
ContributorsIlkturk, Utku (Author) / Gelb, Anne (Thesis advisor) / Platte, Rodrigo (Thesis advisor) / Cochran, Douglas (Committee member) / Renaut, Rosemary (Committee member) / Armbruster, Dieter (Committee member) / Arizona State University (Publisher)
Created2015
Description
Inverse problems model real world phenomena from data, where the data are often noisy and models contain errors. This leads to instabilities, multiple solution vectors and thus ill-posedness. To solve ill-posed inverse problems, regularization is typically used as a penalty function to induce stability and allow for the incorporation of a priori information about the desired solution. In this thesis, high order regularization techniques are developed for image and function reconstruction from noisy or misleading data. Specifically the incorporation of the Polynomial Annihilation operator allows for the accurate exploitation of the sparse representation of each function in the edge domain.
This dissertation tackles three main problems through the development of novel reconstruction techniques: (i) reconstructing one and two dimensional functions from multiple measurement vectors using variance based joint sparsity when a subset of the measurements contain false and/or misleading information, (ii) approximating discontinuous solutions to hyperbolic partial differential equations by enhancing typical solvers with l1 regularization, and (iii) reducing model assumptions in synthetic aperture radar image formation, specifically for the purpose of speckle reduction and phase error correction. While the common thread tying these problems together is the use of high order regularization, the defining characteristics of each of these problems create unique challenges.
Fast and robust numerical algorithms are also developed so that these problems can be solved efficiently without requiring fine tuning of parameters. Indeed, the numerical experiments presented in this dissertation strongly suggest that the new methodology provides more accurate and robust solutions to a variety of ill-posed inverse problems.
This dissertation tackles three main problems through the development of novel reconstruction techniques: (i) reconstructing one and two dimensional functions from multiple measurement vectors using variance based joint sparsity when a subset of the measurements contain false and/or misleading information, (ii) approximating discontinuous solutions to hyperbolic partial differential equations by enhancing typical solvers with l1 regularization, and (iii) reducing model assumptions in synthetic aperture radar image formation, specifically for the purpose of speckle reduction and phase error correction. While the common thread tying these problems together is the use of high order regularization, the defining characteristics of each of these problems create unique challenges.
Fast and robust numerical algorithms are also developed so that these problems can be solved efficiently without requiring fine tuning of parameters. Indeed, the numerical experiments presented in this dissertation strongly suggest that the new methodology provides more accurate and robust solutions to a variety of ill-posed inverse problems.
ContributorsScarnati, Theresa (Author) / Gelb, Anne (Thesis advisor) / Platte, Rodrigo (Thesis advisor) / Cochran, Douglas (Committee member) / Gardner, Carl (Committee member) / Sanders, Toby (Committee member) / Arizona State University (Publisher)
Created2018
Description
Earth-system models describe the interacting components of the climate system and
technological systems that affect society, such as communication infrastructures. Data
assimilation addresses the challenge of state specification by incorporating system
observations into the model estimates. In this research, a particular data
assimilation technique called the Local Ensemble Transform Kalman Filter (LETKF) is
applied to the ionosphere, which is a domain of practical interest due to its effects
on infrastructures that depend on satellite communication and remote sensing. This
dissertation consists of three main studies that propose strategies to improve space-
weather specification during ionospheric extreme events, but are generally applicable
to Earth-system models:
Topic I applies the LETKF to estimate ion density with an idealized model of
the ionosphere, given noisy synthetic observations of varying sparsity. Results show
that the LETKF yields accurate estimates of the ion density field and unobserved
components of neutral winds even when the observation density is spatially sparse
(2% of grid points) and there is large levels (40%) of Gaussian observation noise.
Topic II proposes a targeted observing strategy for data assimilation, which uses
the influence matrix diagnostic to target errors in chosen state variables. This
strategy is applied in observing system experiments, in which synthetic electron density
observations are assimilated with the LETKF into the Thermosphere-Ionosphere-
Electrodynamics Global Circulation Model (TIEGCM) during a geomagnetic storm.
Results show that assimilating targeted electron density observations yields on
average about 60%–80% reduction in electron density error within a 600 km radius of
the observed location, compared to 15% reduction obtained with randomly placed
vertical profiles.
Topic III proposes a methodology to account for systematic model bias arising
ifrom errors in parametrized solar and magnetospheric inputs. This strategy is ap-
plied with the TIEGCM during a geomagnetic storm, and is used to estimate the
spatiotemporal variations of bias in electron density predictions during the
transitionary phases of the geomagnetic storm. Results show that this strategy reduces
error in 1-hour predictions of electron density by about 35% and 30% in polar regions
during the main and relaxation phases of the geomagnetic storm, respectively.
technological systems that affect society, such as communication infrastructures. Data
assimilation addresses the challenge of state specification by incorporating system
observations into the model estimates. In this research, a particular data
assimilation technique called the Local Ensemble Transform Kalman Filter (LETKF) is
applied to the ionosphere, which is a domain of practical interest due to its effects
on infrastructures that depend on satellite communication and remote sensing. This
dissertation consists of three main studies that propose strategies to improve space-
weather specification during ionospheric extreme events, but are generally applicable
to Earth-system models:
Topic I applies the LETKF to estimate ion density with an idealized model of
the ionosphere, given noisy synthetic observations of varying sparsity. Results show
that the LETKF yields accurate estimates of the ion density field and unobserved
components of neutral winds even when the observation density is spatially sparse
(2% of grid points) and there is large levels (40%) of Gaussian observation noise.
Topic II proposes a targeted observing strategy for data assimilation, which uses
the influence matrix diagnostic to target errors in chosen state variables. This
strategy is applied in observing system experiments, in which synthetic electron density
observations are assimilated with the LETKF into the Thermosphere-Ionosphere-
Electrodynamics Global Circulation Model (TIEGCM) during a geomagnetic storm.
Results show that assimilating targeted electron density observations yields on
average about 60%–80% reduction in electron density error within a 600 km radius of
the observed location, compared to 15% reduction obtained with randomly placed
vertical profiles.
Topic III proposes a methodology to account for systematic model bias arising
ifrom errors in parametrized solar and magnetospheric inputs. This strategy is ap-
plied with the TIEGCM during a geomagnetic storm, and is used to estimate the
spatiotemporal variations of bias in electron density predictions during the
transitionary phases of the geomagnetic storm. Results show that this strategy reduces
error in 1-hour predictions of electron density by about 35% and 30% in polar regions
during the main and relaxation phases of the geomagnetic storm, respectively.
ContributorsDurazo, Juan, Ph.D (Author) / Kostelich, Eric J. (Thesis advisor) / Mahalov, Alex (Thesis advisor) / Tang, Wenbo (Committee member) / Moustaoui, Mohamed (Committee member) / Platte, Rodrigo (Committee member) / Arizona State University (Publisher)
Created2018
Description
High-dimensional systems are difficult to model and predict. The underlying mechanisms of such systems are too complex to be fully understood with limited theoretical knowledge and/or physical measurements. Nevertheless, redcued-order models have been widely used to study high-dimensional systems, because they are practical and efficient to develop and implement. Although model errors (biases) are inevitable for reduced-order models, these models can still be proven useful to develop real-world applications. Evaluation and validation for idealized models are indispensable to serve the mission of developing useful applications. Data assimilation and uncertainty quantification can provide a way to assess the performance of a reduced-order model. Real data and a dynamical model are combined together in a data assimilation framework to generate corrected model forecasts of a system. Uncertainties in model forecasts and observations are also quantified in a data assimilation cycle to provide optimal updates that are representative of the real dynamics. In this research, data assimilation is applied to assess the performance of two reduced-order models. The first model is developed for predicting prostate cancer treatment response under intermittent androgen suppression therapy. A sequential data assimilation scheme, the ensemble Kalman filter (EnKF), is used to quantify uncertainties in model predictions using clinical data of individual patients provided by Vancouver Prostate Center. The second model is developed to study what causes the changes of the state of stratospheric polar vortex. Two data assimilation schemes: EnKF and ES-MDA (ensemble smoother with multiple data assimilation), are used to validate the qualitative properties of the model using ECMWF (European Center for Medium-Range Weather Forecasts) reanalysis data. In both studies, the reduced-order model is able to reproduce the data patterns and provide insights to understand the underlying mechanism. However, significant model errors are also diagnosed for both models from the results of data assimilation schemes, which suggests specific improvements of the reduced-order models.
ContributorsWu, Zhimin (Author) / Kostelich, Eric (Thesis advisor) / Moustaoui, Mohamed (Thesis advisor) / Jones, Chris (Committee member) / Espanol, Malena (Committee member) / Platte, Rodrigo (Committee member) / Arizona State University (Publisher)
Created2021
Description
High-order methods are known for their accuracy and computational performance when applied to solving partial differential equations and have widespread use
in representing images compactly. Nonetheless, high-order methods have difficulty representing functions containing discontinuities or functions having slow spectral decay in the chosen basis. Certain sensing techniques such as MRI and SAR provide data in terms of Fourier coefficients, and thus prescribe a natural high-order basis. The field of compressed sensing has introduced a set of techniques based on $\ell^1$ regularization that promote sparsity and facilitate working with functions having discontinuities. In this dissertation, high-order methods and $\ell^1$ regularization are used to address three problems: reconstructing piecewise smooth functions from sparse and and noisy Fourier data, recovering edge locations in piecewise smooth functions from sparse and noisy Fourier data, and reducing time-stepping constraints when numerically solving certain time-dependent hyperbolic partial differential equations.
in representing images compactly. Nonetheless, high-order methods have difficulty representing functions containing discontinuities or functions having slow spectral decay in the chosen basis. Certain sensing techniques such as MRI and SAR provide data in terms of Fourier coefficients, and thus prescribe a natural high-order basis. The field of compressed sensing has introduced a set of techniques based on $\ell^1$ regularization that promote sparsity and facilitate working with functions having discontinuities. In this dissertation, high-order methods and $\ell^1$ regularization are used to address three problems: reconstructing piecewise smooth functions from sparse and and noisy Fourier data, recovering edge locations in piecewise smooth functions from sparse and noisy Fourier data, and reducing time-stepping constraints when numerically solving certain time-dependent hyperbolic partial differential equations.
ContributorsDenker, Dennis (Author) / Gelb, Anne (Thesis advisor) / Archibald, Richard (Committee member) / Armbruster, Dieter (Committee member) / Boggess, Albert (Committee member) / Platte, Rodrigo (Committee member) / Saders, Toby (Committee member) / Arizona State University (Publisher)
Created2016