Optimal control of nonlinear differential algebraic equation systems

A novel iterative procedure is described for solving nonlinear optimal control problems subject to differential algebraic equations. The procedure iterates on an integrated modified linear quadratic model based problem with parameter updating in such a manner that the correct solution of the original non-linear problem is achieved. The resulting algorithm has a particular advantage in that the solution is achieved without the need to solve the differential algebraic equations . Convergence aspects are discussed and a simulation example is described which illustrates the performance of the technique. 1. Introduction When modelling industrial processes often the resulting equations consist of coupled differential and algebraic equations (DAEs). In many situations these equations are nonlinear and cannot readily be directly reduced to ordinary differential equations.

A Wiener model for memory high power amplifiers using B-spline function approximation

In this paper we introduce a new Wiener system modeling approach for memory high power amplifiers in communication systems using observational input/output data. By assuming that the nonlinearity in the Wiener model is mainly dependent on the input signal amplitude, the complex valued nonlinear static function is represented by two real valued B-spline curves, one for the amplitude distortion and another for the phase shift, respectively. The Gauss-Newton algorithm is applied for the parameter estimation, which incorporates the De Boor algorithm, including both the B-spline curve and the first order derivatives recursion. An illustrative example is utilized to demonstrate the efficacy of the proposed approach.

A titration model: an analysis and solution

The Newton‐Raphson method is proposed for the solution of the nonlinear equation arising from a theoretical model of an acid/base titration. It is shown that it is necessary to modify the form of the equation in order that the iteration is guaranteed to converge. A particular example is considered to illustrate the analysis and method, and a BASIC program is included that can be used to predict the pH of any weak acid/weak base titration.

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.

Nonlinear data assimilation in geosciences: an extremely efficient particle filter

Almost all research fields in geosciences use numerical models and observations and combine these using data-assimilation techniques. With ever-increasing resolution and complexity, the numerical models tend to be highly nonlinear and also observations become more complicated and their relation to the models more nonlinear. Standard data-assimilation techniques like (ensemble) Kalman filters and variational methods like 4D-Var rely on linearizations and are likely to fail in one way or another. Nonlinear data-assimilation techniques are available, but are only efficient for small-dimensional problems, hampered by the so-called ‘curse of dimensionality’. Here we present a fully nonlinear particle filter that can be applied to higher dimensional problems by exploiting the freedom of the proposal density inherent in particle filtering. The method is illustrated for the three-dimensional Lorenz model using three particles and the much more complex 40-dimensional Lorenz model using 20 particles. By also applying the method to the 1000-dimensional Lorenz model, again using only 20 particles, we demonstrate the strong scale-invariance of the method, leading to the optimistic conjecture that the method is applicable to realistic geophysical problems. Copyright c 2010 Royal Meteorological Society

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.

Classifying general nonlinear force laws in cell-based models via the continuum limit

though discrete cell-based frameworks are now commonly used to simulate a whole range of biological phenomena, it is typically not obvious how the numerous different types of model are related to one another, nor which one is most appropriate in a given context. Here we demonstrate how individual cell movement on the discrete scale modeled using nonlinear force laws can be described by nonlinear diffusion coefficients on the continuum scale. A general relationship between nonlinear force laws and their respective diffusion coefficients is derived in one spatial dimension and, subsequently, a range of particular examples is considered. For each case excellent agreement is observed between numerical solutions of the discrete and corresponding continuum models. Three case studies are considered in which we demonstrate how the derived nonlinear diffusion coefficients can be used to (a) relate different discrete models of cell behavior; (b) derive discrete, intercell force laws from previously posed diffusion coefficients, and (c) describe aggregative behavior in discrete simulations.

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.

The effect of nonlinearity on the variational assimilation of satellite observations using a simple column model

Cloud imagery is not currently used in numerical weather prediction (NWP) to extract the type of dynamical information that experienced forecasters have extracted subjectively for many years. For example, rapidly developing mid-latitude cyclones have characteristic signatures in the cloud imagery that are most fully appreciated from a sequence of images rather than from a single image. The Met Office is currently developing a technique to extract dynamical development information from satellite imagery using their full incremental 4D-Var (four-dimensional variational data assimilation) system. We investigate a simplified form of this technique in a fully nonlinear framework. We convert information on the vertical wind field, w(z), and profiles of temperature, T(z, t), and total water content, qt (z, t), as functions of height, z, and time, t, to a single brightness temperature by defining a 2D (vertical and time) variational assimilation testbed. The profiles of w, T and qt are updated using a simple vertical advection scheme. We define a basic cloud scheme to obtain the fractional cloud amount and, when combined with the temperature field, we convert this information into a brightness temperature, having developed a simple radiative transfer scheme. With the exception of some matrix inversion routines, all our code is developed from scratch. Throughout the development process we test all aspects of our 2D assimilation system, and then run identical twin experiments to try and recover information on the vertical velocity, from a sequence of observations of brightness temperature. This thesis contains a comprehensive description of our nonlinear models and assimilation system, and the first experimental results.

A model-based PID controller for Hammerstein systems using B-spline neural networks

In this paper, a new model-based proportional–integral–derivative (PID) tuning and controller approach is introduced for Hammerstein systems that are identified on the basis of the observational input/output data. The nonlinear static function in the Hammerstein system is modelled using a B-spline neural network. The control signal is composed of a PID controller, together with a correction term. Both the parameters in the PID controller and the correction term are optimized on the basis of minimizing the multistep ahead prediction errors. In order to update the control signal, the multistep ahead predictions of the Hammerstein system based on B-spline neural networks and the associated Jacobian matrix are calculated using the de Boor algorithms, including both the functional and derivative recursions. Numerical examples are utilized to demonstrate the efficacy of the proposed approaches.

Nonlinear set-membership estimation: a support vector machine approach

In this paper a support vector machine (SVM) approach for characterizing the feasible parameter set (FPS) in non-linear set-membership estimation problems is presented. It iteratively solves a regression problem from which an approximation of the boundary of the FPS can be determined. To guarantee convergence to the boundary the procedure includes a no-derivative line search and for an appropriate coverage of points on the FPS boundary it is suggested to start with a sequential box pavement procedure. The SVM approach is illustrated on a simple sine and exponential model with two parameters and an agro-forestry simulation model.

Advances in sequential data assimilation and numerical weather forecasting: an Ensemble Transform Kalman-Bucy Filter, a study on clustering in deterministic Ensemble Square Root Filters, and a test of a new time stepping scheme in an atmospheric model

This dissertation deals with aspects of sequential data assimilation (in particular ensemble Kalman filtering) and numerical weather forecasting. In the first part, the recently formulated Ensemble Kalman-Bucy (EnKBF) filter is revisited. It is shown that the previously used numerical integration scheme fails when the magnitude of the background error covariance grows beyond that of the observational error covariance in the forecast window. Therefore, we present a suitable integration scheme that handles the stiffening of the differential equations involved and doesn’t represent further computational expense. Moreover, a transform-based alternative to the EnKBF is developed: under this scheme, the operations are performed in the ensemble space instead of in the state space. Advantages of this formulation are explained. For the first time, the EnKBF is implemented in an atmospheric model. The second part of this work deals with ensemble clustering, a phenomenon that arises when performing data assimilation using of deterministic ensemble square root filters in highly nonlinear forecast models. Namely, an M-member ensemble detaches into an outlier and a cluster of M-1 members. Previous works may suggest that this issue represents a failure of EnSRFs; this work dispels that notion. It is shown that ensemble clustering can be reverted also due to nonlinear processes, in particular the alternation between nonlinear expansion and compression of the ensemble for different regions of the attractor. Some EnSRFs that use random rotations have been developed to overcome this issue; these formulations are analyzed and their advantages and disadvantages with respect to common EnSRFs are discussed. The third and last part contains the implementation of the Robert-Asselin-Williams (RAW) filter in an atmospheric model. The RAW filter is an improvement to the widely popular Robert-Asselin filter that successfully suppresses spurious computational waves while avoiding any distortion in the mean value of the function. Using statistical significance tests both at the local and field level, it is shown that the climatology of the SPEEDY model is not modified by the changed time stepping scheme; hence, no retuning of the parameterizations is required. It is found the accuracy of the medium-term forecasts is increased by using the RAW filter.

A linear model of gravity wave drag for hydrostatic sheared flow over elliptical mountains

An analytical model of orographic gravity wave drag due to sheared flow past elliptical mountains is developed. The model extends the domain of applicability of the well-known Phillips model to wind profiles that vary relatively slowly in the vertical, so that they may be treated using a WKB approximation. The model illustrates how linear processes associated with wind profile shear and curvature affect the drag force exerted by the airflow on mountains, and how it is crucial to extend the WKB approximation to second order in the small perturbation parameter for these effects to be taken into account. For the simplest wind profiles, the normalized drag depends only on the Richardson number, Ri, of the flow at the surface and on the aspect ratio, γ, of the mountain. For a linear wind profile, the drag decreases as Ri decreases, and this variation is faster when the wind is across the mountain than when it is along the mountain. For a wind that rotates with height maintaining its magnitude, the drag generally increases as Ri decreases, by an amount depending on γ and on the incidence angle. The results from WKB theory are compared with exact linear results and also with results from a non-hydrostatic nonlinear numerical model, showing in general encouraging agreement, down to values of Ri of order one.

Nonlinear error dynamics for cycled data assimilation methods

We investigate the error dynamics for cycled data assimilation systems, such that the inverse problem of state determination is solved at tk, k = 1, 2, 3, ..., with a first guess given by the state propagated via a dynamical system model from time tk − 1 to time tk. In particular, for nonlinear dynamical systems that are Lipschitz continuous with respect to their initial states, we provide deterministic estimates for the development of the error ||ek|| := ||x(a)k − x(t)k|| between the estimated state x(a) and the true state x(t) over time. Clearly, observation error of size δ > 0 leads to an estimation error in every assimilation step. These errors can accumulate, if they are not (a) controlled in the reconstruction and (b) damped by the dynamical system under consideration. A data assimilation method is called stable, if the error in the estimate is bounded in time by some constant C. The key task of this work is to provide estimates for the error ||ek||, depending on the size δ of the observation error, the reconstruction operator Rα, the observation operator H and the Lipschitz constants K(1) and K(2) on the lower and higher modes of controlling the damping behaviour of the dynamics. We show that systems can be stabilized by choosing α sufficiently small, but the bound C will then depend on the data error δ in the form c||Rα||δ with some constant c. Since ||Rα|| → ∞ for α → 0, the constant might be large. Numerical examples for this behaviour in the nonlinear case are provided using a (low-dimensional) Lorenz '63 system.

Prediction of visibility and aerosol within the operational Met Office unified model. I: Model formulation and variational assimilation

The formulation and performance of the Met Office visibility analysis and prediction system are described. The visibility diagnostic within the limited-area Unified Model is a function of humidity and a prognostic aerosol content. The aerosol model includes advection, industrial and general urban sources, plus boundary-layer mixing and removal by rain. The assimilation is a 3-dimensional variational scheme in which the visibility observation operator is a very nonlinear function of humidity, aerosol and temperature. A quality control scheme for visibility data is included. Visibility observations can give rise to humidity increments of significant magnitude compared with the direct impact of humidity observations. We present the results of sensitivity studies which show the contribution of different components of the system to improved skill in visibility forecasts. Visibility assimilation is most important within the first 6-12 hours of the forecast and for visibilities below 1 km, while modelling of aerosol sources and advection is important for slightly higher visibilities (1-5 km) and is still significant at longer forecast times