Estimation of a semi-physical GLBE model using dual EnKF learning algorithm coupled with a sensor network design strategy: Application to air field monitoring

In this paper, we present the fusion of two complementary approaches for modeling and monitoring the spatio-temporal behavior of a fluid flow system. We also propose a mobile sensor deployment strategy to produce the most accurate estimate of the true system state. For this purpose, deterministic and statistical information was used. We adopted a filtering method based on a semi-physical model which derives from a fluid flow numerical model known as lattice Boltzmann model (LBM). The a priori physical knowledge was introduced by the Navier-Stokes equations which were discretized by the lattice Boltzmann approach. Moreover, its multiple-relaxation-time (MRT) variant not only improved the stability, but also enabled the introduction of additional degrees of freedom to be estimated like the synaptic weights of a neural network. The statistical knowledge was then introduced into the model by performing a sequential learning of these parameters and an estimation of the speed field of the fluid flow starting from measurements. The low spatial density of measurements, the large amount of data inherent to environmental issues and the nonlinearity of the generalized lattice Boltzmann equations (GLBEs) enjoined us to use the ensemble Kalman filter (EnKF) for the recursive estimation procedure. A dual state-parameter estimation which results in a significantly reduced computation time was used by combining two filters consecutively activated in the same iteration. Finally, we proposed to complete the lack of spatial information of the sparse-observation network by adding a mobile sensor, which was routed to the location where the cell-by-cell output estimation error was the highest. Experimental results in the context of the standard lid-driven cavity problem revealed the presence of few zones of interest, where fixed sensors can be deployed to increase performances in terms of convergence speed and estimation quality. Finally, the study showed the feasibility of introducing some additional parameters which act as degrees of freedom, to perform large-eddy simulation of turbulent flows without numerical instabilities.

[1]  Marcel Staroswiecki ON RECONFIGURABILITY WITH RESPECT TO ACTUATOR FAILURES , 2002 .

[2]  Soroosh Sorooshian,et al.  Dual state-parameter estimation of hydrological models using ensemble Kalman filter , 2005 .

[3]  D. Q. Zheng,et al.  Online update of model state and parameters of a Monte Carlo atmospheric dispersion model by using ensemble Kalman filter , 2009 .

[4]  Eric A. Wan,et al.  Nonlinear estimation and modeling of noisy time series by dual kalman filtering methods , 2000 .

[5]  G. Evensen,et al.  Analysis Scheme in the Ensemble Kalman Filter , 1998 .

[6]  D. McLaughlin,et al.  Hydrologic Data Assimilation with the Ensemble Kalman Filter , 2002 .

[7]  Petar M. Djuric,et al.  Gaussian particle filtering , 2003, IEEE Trans. Signal Process..

[8]  G. Evensen Data Assimilation: The Ensemble Kalman Filter , 2006 .

[9]  Y. Qian,et al.  Lattice BGK Models for Navier-Stokes Equation , 1992 .

[10]  Jeffrey K. Uhlmann,et al.  New extension of the Kalman filter to nonlinear systems , 1997, Defense, Security, and Sensing.

[11]  Bastien Chopard,et al.  Cellular Automata Modeling of Physical Systems , 1999, Encyclopedia of Complexity and Systems Science.

[12]  Geir Evensen,et al.  The Ensemble Kalman Filter: theoretical formulation and practical implementation , 2003 .

[13]  I. Rodríguez‐Iturbe,et al.  Random Functions and Hydrology , 1984 .

[14]  A.H. Haddad,et al.  Applied optimal estimation , 1976, Proceedings of the IEEE.

[15]  P. Lallemand,et al.  Theory of the lattice boltzmann method: dispersion, dissipation, isotropy, galilean invariance, and stability , 2000, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[16]  Eric A. Wan,et al.  Dual Kalman Filtering Methods for Nonlinear Prediction, Smoothing and Estimation , 1996, NIPS.

[17]  Michael Ghil,et al.  Advanced data assimilation in strongly nonlinear dynamical systems , 1994 .

[18]  A. Ladd Numerical simulations of particulate suspensions via a discretized Boltzmann equation. Part 2. Numerical results , 1993, Journal of Fluid Mechanics.

[19]  A. Stordal,et al.  Bridging the ensemble Kalman filter and particle filters: the adaptive Gaussian mixture filter , 2011 .

[20]  G. G. Stokes "J." , 1890, The New Yale Book of Quotations.

[21]  G. Dreyfus,et al.  Réseaux de neurones - Méthodologie et applications , 2002 .

[22]  Jeffrey P. Walker,et al.  Extended versus Ensemble Kalman Filtering for Land Data Assimilation , 2002 .

[23]  J. Boon The Lattice Boltzmann Equation for Fluid Dynamics and Beyond , 2003 .

[24]  D. Bernstein,et al.  What is the ensemble Kalman filter and how well does it work? , 2006, 2006 American Control Conference.

[25]  G. Evensen Sequential data assimilation with a nonlinear quasi‐geostrophic model using Monte Carlo methods to forecast error statistics , 1994 .

[26]  Abdel Aitouche,et al.  Fault tolerance analysis of sensor systems , 1999, Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304).

[27]  L. Luo,et al.  Lattice Boltzmann Model for the Incompressible Navier–Stokes Equation , 1997 .

[28]  Bastien Chopard,et al.  Cellular Automata and Lattice Boltzmann Techniques: an Approach to Model and Simulate Complex Systems , 2002, Adv. Complex Syst..

[29]  B. Shizgal,et al.  Generalized Lattice-Boltzmann Equations , 1994 .

[30]  Gérard Dreyfus,et al.  How to be a gray box: dynamic semi-physical modeling , 2001, Neural Networks.

[31]  D. d'Humières,et al.  Multiple–relaxation–time lattice Boltzmann models in three dimensions , 2002, Philosophical Transactions of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences.

[32]  Shiyi Chen,et al.  A Lattice Boltzmann Subgrid Model for High Reynolds Number Flows , 1994, comp-gas/9401004.

[33]  G. Evensen Using the Extended Kalman Filter with a Multilayer Quasi-Geostrophic Ocean Model , 1992 .

[34]  Adriana Coman,et al.  Modélisation spatio-temporelle de la pollution atmosphérique urbaine à partir d'un réseau de surveillance de la qualité de l'air , 2008 .

[35]  José Ragot,et al.  Évaluation de la qualité d'estimation en fonction de la perte de capteurs , 2008 .

[36]  J. Smagorinsky,et al.  GENERAL CIRCULATION EXPERIMENTS WITH THE PRIMITIVE EQUATIONS , 1963 .

[37]  P. Bhatnagar,et al.  A Model for Collision Processes in Gases. I. Small Amplitude Processes in Charged and Neutral One-Component Systems , 1954 .

[38]  A. Ladd Numerical simulations of particulate suspensions via a discretized Boltzmann equation. Part 1. Theoretical foundation , 1993, Journal of Fluid Mechanics.