Monte Carlo fixed-lag smoothing in state-space models

This paper presents an algorithm for Monte Carlo fixed-lag smoothing in state-space models defined by a diffusion process observed through noisy discrete-time measurements. Based on a particle approximation of the filtering and smoothing distributions, the method relies on a simulation technique of conditioned diffusions. The proposed sequential smoother can be applied to general nonlinear and multidimensional models, like the ones used in environmental applications. The smoothing of a turbulent flow in a high-dimensional context is given as a practical example

Free-surface flows from Kinect: Feasibility and limits

[Departement_IRSTEA]Ecotechnologies [TR1_IRSTEA]SPEEInternational audienceIn this work, we investigate the combined use of a Kinect depth sensor and of a stochastic data assimilation method to recover free-surface flows. For this purpose, we first show that the Kinect is likely to capture temporal sequences of depth observations of wave-like surfaces with wavelengths and amplitudes sufficiently small to characterise medium/large scale flows. Then, we illustrate the ability of a stochastic data assimilation method to estimate both time-dynamic water surface elevations and velocities from sequences of synthetical depth images having characteristics close to the Kinect ones

Strong and weak constraint variational assimilations for reduced order fluid flow modeling

International audienceIn this work we propose and evaluate two variational data assimilation techniques for the estimation of low order surrogate experimental dynamical models for fluid flows. Both methods are built from optimal control recipes and rely on proper orthogonal decomposition and a Galerkin projection of the Navier Stokes equation. The techniques proposed di er in the control variables they involve. The first one introduces a weak dynamical model defined only up to an additional uncertainty time-dependent function whereas the second one, handles a strong dynamical constraint in which the dynamical system's coe cients constitute the control variables. Both choices correspond to di erent approximations of the relation between the reduced basis on which is expressed the motion field and the basis components that have been neglected in the reduced order model construction. The techniques have been assessed on numerical data and for real experimental conditions with noisy Image Velocimetry data

Geodetic secular velocity errors due to interannual surface loading deformation,

International audienceGeodetic vertical velocities derived from data as short as 3 yr are often assumed to be representative of linear deformation over past decades to millennia. We use two decades of surface loading deformation predictions due to variations of atmospheric, oceanic and continental water mass to assess the effect on secular velocities estimated from short time-series. The interannual deformation is time-correlated at most locations over the globe, with the level of correlation depending mostly on the chosen continental water model. Using the most conservative loading model and 5-yr-long time-series, we found median vertical velocity errors of 0.5 mm yr−1 over the continents (0.3 mm yr−1 globally), exceeding 1 mm yr−1 in regions around the southern Tropic. Horizontal velocity errors were seven times smaller. Unless an accurate loading model is available, a decade of continuous data is required in these regions to mitigate the impact of the interannual loading deformation on secular velocities