A particle filter to reconstruct a free-surface flow from a depth camera

We investigate the combined use of a Kinect depth sensor and of a stochastic data assimilation method to recover free-surface flows. More specifically, we use a Weighted ensemble Kalman filter method to reconstruct the complete state of free-surface flows from a sequence of depth images only. This particle filter accounts for model and observations errors. This data assimilation scheme is enhanced with the use of two observations instead of one classically. We evaluate the developed approach on two numerical test cases: a collapse of a water column as a toy-example and a flow in an suddenly expanding flume as a more realistic flow. The robustness of the method to depth data errors and also to initial and inflow conditions is considered. We illustrate the interest of using two observations instead of one observation into the correction step, especially for unknown inflow boundary conditions. Then, the performance of the Kinect sensor to capture temporal sequences of depth observations is investigated. Finally, the efficiency of the algorithm is qualified for a wave in a real rectangular flat bottom tank. It is shown that for basic initial conditions, the particle filter rapidly and remarkably reconstructs velocity and height of the free surface flow based on noisy measurements of the elevation alone

Comparison of POD reduced order strategies for the nonlinear 2D Shallow Water Equations

This paper introduces tensorial calculus techniques in the framework of Proper Orthogonal Decomposition (POD) to reduce the computational complexity of the reduced nonlinear terms. The resulting method, named tensorial POD, can be applied to polynomial nonlinearities of any degree $p$. Such nonlinear terms have an on-line complexity of $\mathcal{O}(k^{p+1})$, where $k$ is the dimension of POD basis, and therefore is independent of full space dimension. However it is efficient only for quadratic nonlinear terms since for higher nonlinearities standard POD proves to be less time consuming once the POD basis dimension $k$ is increased. Numerical experiments are carried out with a two dimensional shallow water equation (SWE) test problem to compare the performance of tensorial POD, standard POD, and POD/Discrete Empirical Interpolation Method (DEIM). Numerical results show that tensorial POD decreases by $76\times$ times the computational cost of the on-line stage of standard POD for configurations using more than $300,000$ model variables. The tensorial POD SWE model was only $2-8\times$ slower than the POD/DEIM SWE model but the implementation effort is considerably increased. Tensorial calculus was again employed to construct a new algorithm allowing POD/DEIM shallow water equation model to compute its off-line stage faster than the standard and tensorial POD approaches.Comment: 23 pages, 8 figures, 5 table

The back and forth nudging algorithm applied to a shallow water model, comparison and hybridization with the 4D-VAR

We study in this paper a new data assimilation algorithm, called the Back and Forth Nudging (BFN). This scheme has been very recently introduced for simplicity reasons, as it does not require any linearization, or adjoint equation, or minimization process in comparison with variational schemes, but nevertheless it provides a new estimation of the initial condition at each iteration. We study its convergence properties as well as efficiency on a 2D shallow water model. All along the numerical experiments, comparisons with the standard variational algorithm (called 4D-VAR) are performed. Finally, a hybrid method is introduced, by considering a few iterations of the BFN algorithm as a preprocessing tool for the 4D-VAR algorithm. We show that the BFN algorithm is extremely powerful in the very first iterations, and also that the hybrid method can both improve notably the quality of the identified initial condition by the 4D-VAR scheme and reduce the number of iterations needed to achieve convergence

Data Assimilation for hyperbolic conservation laws. A Luenberger observer approach based on a kinetic description

Developing robust data assimilation methods for hyperbolic conservation laws is a challenging subject. Those PDEs indeed show no dissipation effects and the input of additional information in the model equations may introduce errors that propagate and create shocks. We propose a new approach based on the kinetic description of the conservation law. A kinetic equation is a first order partial differential equation in which the advection velocity is a free variable. In certain cases, it is possible to prove that the nonlinear conservation law is equivalent to a linear kinetic equation. Hence, data assimilation is carried out at the kinetic level, using a Luenberger observer also known as the nudging strategy in data assimilation. Assimilation then resumes to the handling of a BGK type equation. The advantage of this framework is that we deal with a single "linear" equation instead of a nonlinear system and it is easy to recover the macroscopic variables. The study is divided into several steps and essentially based on functional analysis techniques. First we prove the convergence of the model towards the data in case of complete observations in space and time. Second, we analyze the case of partial and noisy observations. To conclude, we validate our method with numerical results on Burgers equation and emphasize the advantages of this method with the more complex Saint-Venant system

Correction of upstream flow and hydraulic state with data assimilation in the context of flood forecasting

The present study describes the assimilation of river water level observations and the resulting improvement in flood forecasting. The Kalman Filter algorithm was built on top of a one-dimensional hydraulic model which describes the Saint-Venant equations. The assimilation algorithm folds in two steps: the first one was based on the assumption that the upstream flow can be adjusted using a three-parameter correction; the second one consisted of directly correcting the hydraulic state. This procedure was applied using a four- day sliding window over the flood event. The background error covariances for water level and discharge were repre- sented with anisotropic correlation functions where the cor- relation length upstream of the observation points is larger than the correlation length downstream of the observation points. This approach was motivated by the implementation of a Kalman Filter algorithm on top of a diffusive flood wave propagation model. The study was carried out on the Adour and the Marne Vallage (France) catchments. The correction of the upstream flow as well as the control of the hydraulic state during the flood event leads to a significant improve- ment in the water level and discharge in both analysis and forecast modes