A nonlinear filter based on fokker-planck equation and its application on rainfall-runoff analysis
| Autor: | Yoshimasa Morooka, Tadashi Yamada, Daiwei Cheng, Tomohito J. Yamada |
|---|---|
| Rok vydání: | 2016 |
| Předmět: |
Mathematical optimization
0208 environmental biotechnology Process (computing) 02 engineering and technology Filter (signal processing) Kalman filter Physics::Geophysics 020801 environmental engineering Nonlinear system Stochastic differential equation Noise Nonlinear filter Applied mathematics Fokker–Planck equation Physics::Atmospheric and Oceanic Physics Mathematics |
| Zdroj: | ICSAI |
| DOI: | 10.1109/icsai.2016.7811025 |
| Popis: | Rainfall-runoff process is the central issue of hydrology. The prediction of the runoff has many practical significances. In 1974, M. Hino had firstly applied the Kalman filter in forecasting the rainfall-runoff process, since then many new filters had been suggested and applied in rainfall-runoff process. However, there is no filter can help to recognize the physical meaning of the random external force. On the other hand, recently, K. Yoshimi and T. Yamada have tried to use Fokker-Planck equation to study the uncertainty of stream flow due to the random fluctuation in precipitation. And this can be used in the filter theory to deal with nonlinear systems and also to find the physical meaning of the system noise. The present study is based on K. Yoshimi and T. Yamada's work, aimed at directly using Fokker-Planck equation in the prediction step of filtering, and applied it in the rainfall-runoff process. |
| Databáze: | OpenAIRE |
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