A Reduced Basis Ensemble Kalman Method

TL;DR

This paper introduces a reduced basis ensemble Kalman method (RB-EnKM) that combines model order reduction with ensemble Kalman techniques to improve data assimilation in parameter-dependent PDE systems, accounting for model bias and noise.

Contribution

The paper presents a novel RB-EnKM algorithm that integrates model bias correction with reduced basis models for enhanced data assimilation accuracy.

Findings

RB-EnKM outperforms standard EnKF in noisy conditions

Model bias correction improves state estimation accuracy

Reduced basis models enable efficient computations

Abstract

In the process of reproducing the state dynamics of parameter dependent distributed systems, data from physical measurements can be incorporated into the mathematical model to reduce the parameter uncertainty and, consequently, improve the state prediction. Such a Data Assimilation process must deal with the data and model misfit arising from experimental noise as well as model inaccuracies and uncertainties. In this work, we focus on the ensemble Kalman method (EnKM), a particle-based iterative regularization method designed for \textit{a posteriori} analysis of time series. The method is gradient free and, like the ensemble Kalman filter (EnKF), relies on a sample of parameters or particle ensemble to identify the state that better reproduces the physical observations, while preserving the physics of the system as described by the best knowledge model. We consider systems described by parameterized parabolic partial differential equations and employ model order reduction (MOR) techniques to generate surrogate models of different accuracy with uncertain parameters. Their use in combination with the EnKM involves the introduction of the model bias which constitutes a new source of systematic error. To mitigate its impact, an algorithm adjustment is proposed accounting for a prior estimation of the bias in the data. The resulting RB-EnKM is tested in different conditions, including different ensemble sizes and increasing levels of experimental noise. The results are compared to those obtained with the standard EnKF and with the unadjusted algorithm.