Model predictive control using dynamic integrated system optimisation and parameter estimation (DISOPE)

DISOPE is a technique for solving optimal control problems where there are differences in structure and parameter values between reality and the model employed in the computations. The model reality differences can also allow for deliberate simplification of model characteristics and performance indices in order to facilitate the solution of the optimal control problem. The technique was developed originally in continuous time and later extended to discrete time. The main property of the procedure is that by iterating on appropriately modified model based problems the correct optimal solution is achieved in spite of the model-reality differences. Algorithms have been developed in both continuous and discrete time for a general nonlinear optimal control problem with terminal weighting, bounded controls and terminal constraints. The aim of this paper is to show how the DISOPE technique can aid receding horizon optimal control computation in nonlinear model predictive control.

A new approach for the solution of the optimal set-point tracking problem for nonlinear systems

In this paper, a discrete time dynamic integrated system optimisation and parameter estimation algorithm is applied to the solution of the nonlinear tracking optimal control problem. A version of the algorithm with a linear-quadratic model-based problem is developed and implemented in software. The algorithm implemented is tested with simulation examples.

Comparing a discrete and continuum model of the intestinal crypt

The integration of processes at different scales is a key problem in the modelling of cell populations. Owing to increased computational resources and the accumulation of data at the cellular and subcellular scales, the use of discrete, cell-level models, which are typically solved using numerical simulations, has become prominent. One of the merits of this approach is that important biological factors, such as cell heterogeneity and noise, can be easily incorporated. However, it can be difficult to efficiently draw generalizations from the simulation results, as, often, many simulation runs are required to investigate model behaviour in typically large parameter spaces. In some cases, discrete cell-level models can be coarse-grained, yielding continuum models whose analysis can lead to the development of insight into the underlying simulations. In this paper we apply such an approach to the case of a discrete model of cell dynamics in the intestinal crypt. An analysis of the resulting continuum model demonstrates that there is a limited region of parameter space within which steady-state (and hence biologically realistic) solutions exist. Continuum model predictions show good agreement with corresponding results from the underlying simulations and experimental data taken from murine intestinal crypts.

Model-based groupware solution for distributed real-time collaborative 4D planning via teamwork

Construction planning plays a fundamental role in construction project management that requires team working among planners from a diverse range of disciplines and in geographically dispersed working situations. Model-based four-dimensional (4D) computer-aided design (CAD) groupware, though considered a possible approach to supporting collaborative planning, is still short of effective collaborative mechanisms for teamwork due to methodological, technological and social challenges. Targeting this problem, this paper proposes a model-based groupware solution to enable a group of multidisciplinary planners to perform real-time collaborative 4D planning across the Internet. In the light of the interactive definition method, and its computer-supported collaborative work (CSCW) design analysis, the paper discusses the realization of interactive collaborative mechanisms from software architecture, application mode, and data exchange protocol. These mechanisms have been integrated into a groupware solution, which was validated by a planning team in a truly geographically dispersed condition. Analysis of the validation results revealed that the proposed solution is feasible for real-time collaborative 4D planning to gain a robust construction plan through collaborative teamwork. The realization of this solution triggers further considerations about its enhancement for wider groupware applications.

A simple column model to explore anticipated problems in variational assimilation of satellite observations

We investigate a simplified form of variational data assimilation in a fully nonlinear framework with the aim of extracting dynamical development information from a sequence of observations over time. Information on the vertical wind profile, w(z ), and profiles of temperature, T (z , t), and total water content, qt (z , t), as functions of height, z , and time, t, are converted to brightness temperatures at a single horizontal location by defining a two-dimensional (vertical and time) variational assimilation testbed. The profiles of T and qt are updated using a vertical advection scheme. A basic cloud scheme is used to obtain the fractional cloud amount and, when combined with the temperature field, this information is converted into a brightness temperature, using a simple radiative transfer scheme. It is shown that our model exhibits realistic behaviour with regard to the prediction of cloud, but the effects of nonlinearity become non-negligible in the variational data assimilation algorithm. A careful analysis of the application of the data assimilation scheme to this nonlinear problem is presented, the salient difficulties are highlighted, and suggestions for further developments are discussed.

State estimation using model order reduction for unstable systems

The problem of state estimation occurs in many applications of fluid flow. For example, to produce a reliable weather forecast it is essential to find the best possible estimate of the true state of the atmosphere. To find this best estimate a nonlinear least squares problem has to be solved subject to dynamical system constraints. Usually this is solved iteratively by an approximate Gauss–Newton method where the underlying discrete linear system is in general unstable. In this paper we propose a new method for deriving low order approximations to the problem based on a recently developed model reduction method for unstable systems. To illustrate the theoretical results, numerical experiments are performed using a two-dimensional Eady model – a simple model of baroclinic instability, which is the dominant mechanism for the growth of storms at mid-latitudes. It is a suitable test model to show the benefit that may be obtained by using model reduction techniques to approximate unstable systems within the state estimation problem.

Conditioning and preconditioning of the variational data assimilation problem

Numerical weather prediction (NWP) centres use numerical models of the atmospheric flow to forecast future weather states from an estimate of the current state. Variational data assimilation (VAR) is used commonly to determine an optimal state estimate that miminizes the errors between observations of the dynamical system and model predictions of the flow. The rate of convergence of the VAR scheme and the sensitivity of the solution to errors in the data are dependent on the condition number of the Hessian of the variational least-squares objective function. The traditional formulation of VAR is ill-conditioned and hence leads to slow convergence and an inaccurate solution. In practice, operational NWP centres precondition the system via a control variable transform to reduce the condition number of the Hessian. In this paper we investigate the conditioning of VAR for a single, periodic, spatially-distributed state variable. We present theoretical bounds on the condition number of the original and preconditioned Hessians and hence demonstrate the improvement produced by the preconditioning. We also investigate theoretically the effect of observation position and error variance on the preconditioned system and show that the problem becomes more ill-conditioned with increasingly dense and accurate observations. Finally, we confirm the theoretical results in an operational setting by giving experimental results from the Met Office variational system.

Adjoint methods in data assimilation for estimating model error

Data assimilation aims to incorporate measured observations into a dynamical system model in order to produce accurate estimates of all the current (and future) state variables of the system. The optimal estimates minimize a variational principle and can be found using adjoint methods. The model equations are treated as strong constraints on the problem. In reality, the model does not represent the system behaviour exactly and errors arise due to lack of resolution and inaccuracies in physical parameters, boundary conditions and forcing terms. A technique for estimating systematic and time-correlated errors as part of the variational assimilation procedure is described here. The modified method determines a correction term that compensates for model error and leads to improved predictions of the system states. The technique is illustrated in two test cases. Applications to the 1-D nonlinear shallow water equations demonstrate the effectiveness of the new procedure.

A new floating model level scheme for the assimilation of boundary layer top inversions: the univariate assimilation of temperature.

The assimilation of observations with a forecast is often heavily influenced by the description of the error covariances associated with the forecast. When a temperature inversion is present at the top of the boundary layer (BL), a significant part of the forecast error may be described as a vertical positional error (as opposed to amplitude error normally dealt with in data assimilation). In these cases, failing to account for positional error explicitly is shown t o r esult in an analysis for which the inversion structure is erroneously weakened and degraded. In this article, a new assimilation scheme is proposed to explicitly include the positional error associated with an inversion. This is done through the introduction of an extra control variable to allow position errors in the a priori to be treated simultaneously with the usual amplitude errors. This new scheme, referred to as the ‘floating BL scheme’, is applied to the one-dimensional (vertical) variational assimilation of temperature. The floating BL scheme is tested with a series of idealised experiments a nd with real data from radiosondes. For each idealised experiment, the floating BL scheme gives an analysis which has the inversion structure and position in agreement with the truth, and outperforms the a ssimilation which accounts only for forecast a mplitude error. When the floating BL scheme is used to assimilate a l arge sample of radiosonde data, its ability to give an analysis with an inversion height in better agreement with that observed is confirmed. However, it is found that the use of Gaussian statistics is an inappropriate description o f t he error statistics o f t he extra c ontrol variable. This problem is alleviated by incorporating a non-Gaussian description of the new control variable in the new scheme. Anticipated challenges in implementing the scheme operationally are discussed towards the end of the article.

A statistical approach to the problem of restoring damaged and contaminated images

We address the problem of automatically identifying and restoring damaged and contaminated images. We suggest a novel approach based on a semi-parametric model. This has two components, a parametric component describing known physical characteristics and a more flexible non-parametric component. The latter avoids the need for a detailed model for the sensor, which is often costly to produce and lacking in robustness. We assess our approach using an analysis of electroencephalographic images contaminated by eye-blink artefacts and highly damaged photographs contaminated by non-uniform lighting. These experiments show that our approach provides an effective solution to problems of this type.

Likelihood-free estimation of model evidence

Statistical methods of inference typically require the likelihood function to be computable in a reasonable amount of time. The class of “likelihood-free” methods termed Approximate Bayesian Computation (ABC) is able to eliminate this requirement, replacing the evaluation of the likelihood with simulation from it. Likelihood-free methods have gained in efficiency and popularity in the past few years, following their integration with Markov Chain Monte Carlo (MCMC) and Sequential Monte Carlo (SMC) in order to better explore the parameter space. They have been applied primarily to estimating the parameters of a given model, but can also be used to compare models. Here we present novel likelihood-free approaches to model comparison, based upon the independent estimation of the evidence of each model under study. Key advantages of these approaches over previous techniques are that they allow the exploitation of MCMC or SMC algorithms for exploring the parameter space, and that they do not require a sampler able to mix between models. We validate the proposed methods using a simple exponential family problem before providing a realistic problem from human population genetics: the comparison of different demographic models based upon genetic data from the Y chromosome.

On the entrainment assumption in Schatzmann's integral plume model

The behaviour of stationary, non-passive plumes can be simulated in a reasonably simple and accurate way by integral models. One of the key requirements of these models, but also one of their less well-founded aspects, is the entrainment assumption, which parameterizes turbulent mixing between the plume and the environment. The entrainment assumption developed by Schatzmann and adjusted to a set of experimental results requires four constants and an ad hoc hypothesis to eliminate undesirable terms. With this assumption, Schatzmann’s model exhibits numerical instability for certain cases of plumes with small velocity excesses, due to very fast radius growth. The purpose of this paper is to present an alternative entrainment assumption based on a first-order turbulence closure, which only requires two adjustable constants and seems to solve this problem. The asymptotic behaviour of the new formulation is studied and compared to previous ones. The validation tests presented by Schatzmann are repeated and it is found that the new formulation not only eliminates numerical instability but also predicts more plausible growth rates for jets in co-flowing streams.

Resolution of sharp fronts in the presence of model error in variational data assimilation

We show that the four-dimensional variational data assimilation method (4DVar) can be interpreted as a form of Tikhonov regularization, a very familiar method for solving ill-posed inverse problems. It is known from image restoration problems that L1-norm penalty regularization recovers sharp edges in the image more accurately than Tikhonov, or L2-norm, penalty regularization. We apply this idea from stationary inverse problems to 4DVar, a dynamical inverse problem, and give examples for an L1-norm penalty approach and a mixed total variation (TV) L1–L2-norm penalty approach. For problems with model error where sharp fronts are present and the background and observation error covariances are known, the mixed TV L1–L2-norm penalty performs better than either the L1-norm method or the strong constraint 4DVar (L2-norm)method. A strength of the mixed TV L1–L2-norm regularization is that in the case where a simplified form of the background error covariance matrix is used it produces a much more accurate analysis than 4DVar. The method thus has the potential in numerical weather prediction to overcome operational problems with poorly tuned background error covariance matrices.

Updated estimate of aerosol direct radiative forcing from satellite observations and comparison against the Hadley Centre climate model

The fourth assessment report of the Intergovernmental Panel on Climate Change (IPCC) includes a comparison of observation-based and modeling-based estimates of the aerosol direct radiative forcing. In this comparison, satellite-based studies suggest a more negative aerosol direct radiative forcing than modeling studies. A previous satellite-based study, part of the IPCC comparison, uses aerosol optical depths and accumulation-mode fractions retrieved by the Moderate Resolution Imaging Spectroradiometer (MODIS) at collection 4. The latest version of MODIS products, named collection 5, improves aerosol retrievals. Using these products, the direct forcing in the shortwave spectrum defined with respect to present-day natural aerosols is now estimated at −1.30 and −0.65 Wm−2 on a global clear-sky and all-sky average, respectively, for 2002. These values are still significantly more negative than the numbers reported by modeling studies. By accounting for differences between present-day natural and preindustrial aerosol concentrations, sampling biases, and investigating the impact of differences in the zonal distribution of anthropogenic aerosols, good agreement is reached between the direct forcing derived from MODIS and the Hadley Centre climate model HadGEM2-A over clear-sky oceans. Results also suggest that satellite estimates of anthropogenic aerosol optical depth over land should be coupled with a robust validation strategy in order to refine the observation-based estimate of aerosol direct radiative forcing. In addition, the complex problem of deriving the aerosol direct radiative forcing when aerosols are located above cloud still needs to be addressed.

Promotion carryover as a missing data problem

An important feature of agribusiness promotion programs is their lagged impact on consumption. Efficient investment in advertising requires reliable estimates of these lagged responses and it is desirable from both applied and theoretical standpoints to have a flexible method for estimating them. This note derives an alternative Bayesian methodology for estimating lagged responses when investments occur intermittently within a time series. The method exploits a latent-variable extension of the natural-conjugate, normal-linear model, Gibbs sampling and data augmentation. It is applied to a monthly time series on Turkish pasta consumption (1993:5-1998:3) and three, nonconsecutive promotion campaigns (1996:3, 1997:3, 1997:10). The results suggest that responses were greatest to the second campaign, which allocated its entire budget to television media; that its impact peaked in the sixth month following expenditure; and that the rate of return (measured in metric tons additional consumption per thousand dollars expended) was around a factor of 20.