Neural networks singular evolutive interpolated Kalman filter and its application to data assimilation for 2D water pollution model.

The present study promotes a new algorithm for estimating the water pollution propagation with the primary goal of providing more reliable and high quality estimates to decision makers. To date, the widely used variational method suffers from the large computational burden, which limits its application in practice. Moreover, this method, considering the initial state as a control variable, is very sensitive in specifying initial error, especially for unstable dynamical systems. The Neural Network Filter (NNF), proposed in the present paper, is aimed at overcoming these two drawbacks in the variational method: by its nature, the NNF is sequential (no batch large assimilation window used) and stable even for unstable dynamics, with the gain parameters as control variables. The NNF, developed in the present paper, is a Neural Network Filter (NNF) version of the Singular Evolutive Interpolated Kalman Filter (SEIKF). One of the new versions of this NNF is that it uses structure of the gain of SEIKF0 taken by the SEIKF at the first time moment of correction process. To deal with the uncertainty of the system parameters and of the noise covariance, the proposed Neural Network SEIKF0 named by NNSEIKF0 makes use of the covariance of a reduced rank iterated during assimilation process and of some pertinent gain parameters tuned adaptively to yield the minimum prediction error for the system output. The computational burden in implementation of the NNSEIKF0 is reduced drastically due to applying the optimization tool known as a simultaneous perturbation stochastic approximation (SPSA) algorithm, which requires only two integrations of the numerical model. No iterative loop is required at each assimilation instant as usually happens with the standard gradient descent optimization algorithms. Data assimilation experiment, carried out by the SEIKF0 and NNSEIKF0, is implemented for the Thanh Nhan Lake in Hanoi and the performance comparison between the NNSEIKF0 and SEIKF0 is given to show the high efficiency of the proposed NNSEIKF0. [ABSTRACT FROM AUTHOR]