Variational Downscaling, Fusion and Assimilation of Hydrometeorological States via Regularized Estimation

Improved estimation of hydrometeorological states from down-sampled observations and background model forecasts in a noisy environment, has been a subject of growing research in the past decades. Here, we introduce a unified framework that ties together the problems of downscaling, data fusion and data assimilation as ill-posed inverse problems. This framework seeks solutions beyond the classic least squares estimation paradigms by imposing proper regularization, which are constraints consistent with the degree of smoothness and probabilistic structure of the underlying state. We review relevant regularization methods in derivative space and extend classic formulations of the aforementioned problems with particular emphasis on hydrologic and atmospheric applications. Informed by the statistical characteristics of the state variable of interest, the central results of the paper suggest that proper regularization can lead to a more accurate and stable recovery of the true state and hence more skillful forecasts. In particular, using the Tikhonov and Huber regularization in the derivative space, the promise of the proposed framework is demonstrated in static downscaling and fusion of synthetic multi-sensor precipitation data, while a data assimilation numerical experiment is presented using the heat equation in a variational setting

Computationally Efficient IAA-based Estimation of the Fundamental Frequency

Optimal linearly constrained minimum variance (LCMV) filtering methods have recently been applied to fundamental frequency estimation. Like many other fundamental frequency estimators, these methods are constructed using an estimate of the inverse data covariance matrix. The required matrix inverse is typically formed using the sample covariance matrix via data partitioning, although this is well-known to adversely affect the spectral resolution. In this paper, we propose a fast implementation of a novel optimal filtering method that utilizes the LCMV principle in conjunction with the iterative adaptive approach (IAA). The IAA formulation enables an accurate covariance matrix estimate from a single snapshot, i.e., without data partitioning, but the improvement comes at a notable computational cost. Exploiting the estimator's inherently low displacement rank of the necessary products of Toeplitz-like matrices, we form a computationally efficient implementation, reducing the required computational complexity with several orders of magnitude. The experimental results show that the performance of the proposed method is comparable or better than that of other competing methods in terms of spectral resolution

A non-linear observer for unsteady three-dimensional flows

A method is proposed to estimate the velocity field of an unsteady flow using a limited number of flow measurements. The method is based on a non-linear low-dimensional model of the flow and on expanding the velocity field in terms of empirical basis functions. The main idea is to impose that the coefficients of the modal expansion of the velocity field give the best approximation to the available measurements and that at the same time they satisfy as close as possible the non-linear low-order model. The practical use may range from feedback flow control to monitoring of the flow in non-accessible regions. The proposed technique is applied to the flow around a confined square cylinder, both in two- and three-dimensional laminar flow regimes. Comparisons are provided. with existing linear and non-linear estimation techniques