Dynamic Data-Driven Adaptive Observations in Data Assimilation for Multi-scale Systems

Hoong C. Yeong, Ryne Beeson, N. Sri Namachchivaya, Nicolas Perkowski, Peter W. Sauer

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

This chapter considers several research topics that encompass the area of Dynamic Data Driven Applications Systems (DDDAS), and describes the multidisciplinary methods required for the analysis and prediction of complex systems. It focuses on developing new algorithms and tools for the collection, assimilation and harnessing of data by threading together ideas from random dynamical systems to information theory. A general overview of the multi-scale signal and observation processes, the multidisciplinary methods required for their analysis, and a new particle filtering algorithm that combines homogenization with filtering theory are presented. Importance sampling and control methods are then used as a basic and flexible tool for the construction of the proposal density inherent in particle filtering for approximating the real time filtering of chaotic signals. Finally the chapter describes an information theoretic method, which follows naturally from the expected uncertainty minimization criterion, for dynamic sensor selection in filtering problems. It is compared with a strategy based on finite-time Lyapunov exponents of the dynamical system, which provide insight into error growth due to signal dynamics.

Original languageEnglish (US)
Title of host publicationHandbook of Dynamic Data Driven Applications Systems
Subtitle of host publicationVolume 1: Second Edition
PublisherSpringer
Pages53-79
Number of pages27
Volume1
ISBN (Electronic)9783030745684
ISBN (Print)9783030745677
DOIs
StatePublished - Jan 1 2022

Keywords

  • Dimensional reduction
  • Homogenization
  • Homogenized Hybrid Particle Filter (HHPF)
  • Information flow
  • Kullback-Leibler
  • Lyapunov exponents
  • Nonlinear filtering
  • Particle filtering
  • Sensor selection
  • Singular vectors
  • Stochastic partial differential equation (SPDE)

ASJC Scopus subject areas

  • General Computer Science

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