Bridging element-free Galerkin and pluri-Gaussian simulation for geological uncertainty estimation in an ensemble smoother data assimilation framework

The facies distribution of a reservoir is one of the biggest concerns for geologists,geophysicists,reservoir modelers,and reservoir engineers due to its high importance in the setting of any reliable decisionmaking/optimization of field development planning.The approach for parameterizing the facies distribution as a random variable comes naturally through using the probability fields.Since the prior probability fields of facies come either from a seismic inversion or from other sources of geologic information,they are not conditioned to the data observed from the cores extracted from the wells.This paper presents a regularized element-free Galerkin(R-EFG)method for conditioning facies probability fields to facies observation.The conditioned probability fields respect all the conditions of the probability theory(i.e.all the values are between 0 and 1,and the sum of all fields is a uniform field of 1).This property achieves by an optimization procedure under equality and inequality constraints with the gradient projection method.The conditioned probability fields are further used as the input in the adaptive pluri-Gaussian simulation(APS)methodology and coupled with the ensemble smoother with multiple data assimilation(ES-MDA)for estimation and uncertainty quantification of the facies distribution.The history-matching of the facies models shows a good estimation and uncertainty quantification of facies distribution,a good data match and prediction capabilities.

基于相关性局域化迭代集合平滑反演渗透系数场

在地下水流和溶质运移问题中,有较多研究基于物理距离局域化集合同化方法反演水文地质参数。当反演参数与观测信息之间不存在物理距离时,这种方法不适用。为了克服这个局限,通过渗透系数与水头信息之间的相关性计算局域化方法的阻滞因子,构建基于相关性的局域化迭代集合平滑方法。为了方便比较,将该方法和一种基于物理距离的局域化迭代集合平滑一同用于同化水头信息反演二维孔隙承压含水层的渗透系数场。算例中考虑了不同集合大小、观测误差及观测数量等因子的组合,便于分析其对渗透系数反演精度的影响。研究结果显示:(1)在所有算例中新方法得到的渗透系数均方根误差范围为[0.8307,0.9590],都小于基于物理距离方法的均方根误差,范围为[0.8394,1.0000];(2)基于物理距离方法得到的渗透系数场空间上存在不连续性,而新方法的结果不存在此现象。文章提出了一种新的基于相关性局域化迭代平滑方法,该方法不需要依赖参数与观测信息之间的物理距离且参数反演精度高于基于物理距离的方法,可作为参数反演的科学工具。

基于EKS的风电并网系统频率特征参数辨识算法

新型电力系统建设背景下系统对接入风电的频率调节能力提出了要求。但风电在可调容量耗尽时将退出调频,导致系统等效惯量等参数和频率响应特性变化,影响系统切机切负荷等频率控制措施的正确动作。为此,提出一种基于扩展卡尔曼平滑算法(Extented Kalman Smoother, EKS)的风电并网系统频率特征参数辨识方法,可实现不同工况下系统频率特征参数的高效准确辨识。首先分析了风电场频率控制方法,建立了基于共模分量的风电并网系统频率响应模型,然后分析了EKS算法,进而提出了基于EKS的系统频率特征参数辨识方法,最后通过仿真算例进行了验证。仿真结果表明,所提方法可有效辨识不同工况下系统的惯量、阻尼等频率特征参数。

一种新的估计非高斯分布含水层渗透系数场的方法

集合卡尔曼滤波(ensemble Kalman filter,EnKF)是最流行的数据同化方法之一。然而,在处理非高斯问题时,EnKF存在局限性。为了解决非高斯问题并准确描述含水介质连通性,将正态分数变换(normal-score transformation,NST)与多重数据同化集合平滑器(ensemble smoother with multiple data assimilation,ES-MDA)相结合,提出NS-ES-MDA方法。通过对比实验,验证了NS-ES-MDA方法估计非高斯分布含水层渗透系数场的有效性。相较于重启正态分数集合卡尔曼滤波器(restart normal-score ensemble Kalman filter,rNS-EnKF)方法,NS-ES-MDA在吸收相同数据后,参数估计精度提升约34%,计算效率提升约35%。此外,NS-ES-MDA方法受“异参同效”现象的影响较小,具有较强的更新能力,能够保障得到较准确的参数估计值。研究可为非高斯分布含水层参数估计提供一种有效的求解方法。

基于窗口粒子滤波算法的土壤水分同化及滑坡灾害预警

【目的】在水-力耦合计算中,土壤水力参数通过量化土壤含水量与孔隙水压力的转换关系,决定有效应力及边坡稳定性的计算结果。研究稳健、可靠的数据同化方法,降低土壤水力参数的不确定性,提升土壤水动力模拟的准确性,对降雨型滑坡灾害预警具有重要意义。【方法】通过虚拟算例和实例应用,提出将窗口粒子滤波数据同化方法(简称PBS算法)与渗流-边坡稳定分析模型结合,通过同化土壤含水量数据,达到反演土壤水力参数、模拟土壤孔隙水压力以及预测边坡稳定性的目标。通过虚拟算例,证实了当PBS算法设定大于2 d的时间窗口,以及大于80个的粒子(参数样本)时,能够获得较为准确的模拟结果。实例应用选取四川省都江堰市银洞子沟滑坡堆积体,将PBS算法同化三个位置的土壤含水量的野外监测数据,以4 d为窗口,更新100个粒子样本的土壤水力参数。【结果】结果表明,土壤含水量的模拟值与实测值基本吻合,且模拟的孔隙水压力及边坡稳定系数能对降雨做出清晰、有效的响应。在经过2~3个窗口更新后,三个探头孔隙水压力模拟值不确定区间大小均小于0.11 m,边坡稳定系数的不确定区间大小分别为0.03、0.01和0.11。针对2017年8月28日的极端降雨诱发的滑坡灾害事件的预警,经PBS算法同化后的土壤含水量、孔隙水压力以及边坡稳定系数都收敛到较窄的集合区间,且当日低于1.0的边坡稳定系数,可警示滑坡风险。【结论】通过虚拟算例及实际应用,证实了PBS算法可支持稳健、可靠的土壤水力参数估计及渗流过程模拟,在边坡稳定分析及降雨型滑坡灾害预警领域具有广阔的应用价值。

基于Super smoother和3σ原理的列车动态测试趋势性异常数据清洗方法与分析

列车动态测试存在数据采集环境干扰大,重复成本高等问题,需要尽可能的从存在异常的数据中保留更多的有效信息。本文针对其中存在的长周期,低频率的趋势性异常数据清洗问题,首先介绍了一种基于Super smoother和3σ原理的数据清洗方法。然后通过与其他常用异常数据清洗方法如神经网络,小波变换等的对比,分别从降噪处理,数据漂移处理,缺失数据补充处理和短暂快速异常波动处理四个方面对方法的数据清洗能力进行了分析和验证,结果表明清洗后数据的Pearson系数由0.785上升到0.923,方法在快速清洗和数据修补方面具有较大优势。最后以某城轨列车制动温升试验数据为例,对实际线路测试数据进行了数据清洗处理,结果表明方法能够较好的解决列车动态测试中存在的趋势性异常数据清洗问题。

Multi-sensor optimal weighted fusion incremental Kalman smoother

In practical applications, the system observation error is widespread. If the observation equation of the system has not been verified or corrected under certain environmental conditions,the unknown system errors and filtering errors will come into being.The incremental observation equation is derived, which can eliminate the unknown observation errors effectively. Furthermore, an incremental Kalman smoother is presented. Moreover, a weighted measurement fusion incremental Kalman smoother applying the globally optimal weighted measurement fusion algorithm is given.The simulation results show their effectiveness and feasibility.

Range-Only UWB SLAM for Indoor Robot Localization Employing Multi-Interval EFIR Rauch-Tung-Striebel Smoother

For improving the localization accuracy,a multi-interval extended finite impulse response(EFIR)-based Rauch-Tung-Striebel(R-T-S)smoother is proposed for the range-only ultra wide band(UWB)simultaneous localization and mapping(SLAM)for robot localization.In this mode,the EFIR R-T-S(ERTS)smoother employs EFIR filter as the forward filter and the R-T-S smoothing method to smooth the EFIR filter’s output.When the east or the north position is considered as stance,the ERTS is used to smooth the position directly.Moreover,the estimation of the UWB Reference Nodes’(RNs’)position is smoothed by the R-T-S smooth method in parallel.The test illustrates that the proposedmulti-interval ERTS smoothing for range-only UWB SLAMis able to provide accurate estimation.Compared with the EFIR filter,the proposed method improves the localization accuracy by about 25.35%and 40.66%in east and north directions,respectively.

Groundwater contaminant source identification based on iterative local update ensemble smoother

Identification of the location and intensity of groundwater pollution source contributes to the effect of pollution remediation,and is called groundwater contaminant source identification.This is a kind of typical groundwater inverse problem,and the solution is usually ill-posed.Especially considering the spatial variability of hydraulic conductivity field,the identification process is more challenging.In this paper,the solution framework of groundwater contaminant source identification is composed with groundwater pollutant transport model(MT3DMS)and a data assimilation method(Iterative local update ensemble smoother,ILUES).In addition,Karhunen-Loève expansion technique is adopted as a PCA method to realize dimension reduction.In practical problems,the geostatistical method is usually used to characterize the hydraulic conductivity field,and only the contaminant source information is inversely calculated in the identification process.In this study,the identification of contaminant source information under Kriging K-field is compared with simultaneous identification of source information and K-field.The results indicate that it is necessary to carry out simultaneous identification under heterogeneous site,and ILUES has good performance in solving high-dimensional parameter inversion problems.

Square-root divided difference Rauch-Tung-Striebel smoother

A square-root version of the divided difference Rauch-Tung-Striebel (RTS) smoother is proposed in this paper. The square-root variant essentially propagates the square roots of the covariance matrices and can consistently improve the numerical stability because all the resulting covariance matrices are guaranteed to stay positive semi-definite. Furthermore, the square-root form ensures reliable implementation in an embedded system with fixed or limited precision although it is algebraically equivalent to the standard form. The new smoothing algorithm is tested in a challenging two-dimensional maneuvering target tracking problem with unknown and time-varying turn rate, and its performance is compared with that of other de-facto standard filters and smoothers. The simulation results indicate that the proposed RTS smoother markedly outperforms the associated filters and gives slightly smaller error than an unscented-based RTS smoother.

Smoother manifold for graph meta-learning

Meta-learning provides a framework for the possibility of mimicking artificial intelligence.How-ever,data distribution of the training set fails to be consistent with the one of the testing set as the limited domain differences among them.These factors often result in poor generalization in existing meta-learning models.In this work,a novel smoother manifold for graph meta-learning(SGML)is proposed,which derives the similarity parameters of node features from the relationship between nodes and edges in the graph structure,and then utilizes the similarity parameters to yield smoother manifold through embedded propagation module.Smoother manifold can naturally filter out noise from the most important components when generalizing the local mapping relationship to the global.Besides suiting for generalizing on unseen low data issues,the framework is capable to easily perform transductive inference.Experimental results on MiniImageNet and TieredImageNet consistently show that applying SGML to supervised and semi-supervised classification can improve the performance in reducing the noise of domain shift representation.

Optimal and suboptimal white noise smoothers for nonlinear stochastic systems

A new approach of smoothing the white noise for nonlinear stochastic system was proposed. Through presenting the Gaussian approximation about the white noise posterior smoothing probability density fimction, an optimal and unifying white noise smoothing framework was firstly derived on the basis of the existing state smoother. The proposed framework was only formal in the sense that it rarely could be directly used in practice since the model nonlinearity resulted in the intractability and infeasibility of analytically computing the smoothing gain. For this reason, a suboptimal and practical white noise smoother, which is called the unscented white noise smoother （UWNS）, was further developed by applying unscented transformation to numerically approximate the smoothing gain. Simulation results show the superior performance of the proposed UWNS approach as compared to the existing extended white noise smoother （EWNS） based on the first-order linearization.

Design of RLS Wiener Smoother and Filter for Colored Observation Noise in Linear Discrete-Time Stochastic Systems

Almost estimators are designed for the white observation noise. In the estimation problems, rather than the white observation noise, there might be actual cases where the observation noise is modeled by the colored noise process. This paper examines to design a new estimation technique of recursive least-squares (RLS) Wiener fixed-point smoother and filter for colored observation noise in linear discrete-time wide-sense stationary stochastic systems. The observation y(k) is given as the sum of the signal z(k)=Hx(k) and the colored observation noise vc(k). The RLS Wiener estimators explicitly require the following information: 1) the system matrix for the state vector x(k);2) the observation matrix H;3) the variance of the state vector x(k);4) the system matrix for the colored observation noise vc(k);5) the variance of the colored observation noise;6) the input noise variance in the state equation for the colored observation noise.

复杂网络中链上数据安全访问控制仿真

数据安全是保证用户访问安全的基础,为了提升控制性能与数据安全性,提出复杂网络环境下链上数据安全访问控制方法。基于复杂网络环境的分析结果提取链路数据特征分量,使用分布式融合方法建立网络链上数据存储的决策树结构模型。以提取的链路数据特征分量为基础,计算网络链上访问数据发送速率、传输往返时间以及丢包率等控制参数,通过丢包率平滑器处理链上数据,结合链上数据平滑处理结果,修正网络访问数据包速率变化参数,完成数据安全访问控制。实验结果表明,使用上述控制方法开展链上数据安全访问控制时,控制性能和安全性能均得到了明显提升。

地下水污染强度及渗透系数场的反演识别研究

在制定地下水污染修复方案时,污染源参数和渗透系数场是最重要的地下水数值模型参数,但前人研究多集中于单一类型参数的识别。文章中采用地下水污染物运移模型(MT3DMS)和数据同化方法(迭代局部更新集合平滑器,ILUES)构成地下水污染源识别的求解框架,并利用Karhunen-Loève展开技术实现渗透系数场的参数降维,最后通过同化水头与浓度数据实现地下水污染源强和渗透系数场的联合反演。结果表明:(1)ILUES算法能精确识别污染源参数和渗透系数场,并且具有很高的普适性;(2)精确表征渗透系数在空间上呈现出的非均质性,是预测污染物迁移路径、反演污染强度的关键;(3)ILUES算法参数影响着反演效果,综合考虑计算效率和计算精度等,可以得到算例的最佳样本集合大小(Ne=4000)和ILUES算法最佳参数组合(局部临近样本集合占比α=0.4,相对权重b=4)。但在实际工程案例中,如果对精度的要求不是过高,经验组合(α=0.1,b=1)更值得推荐。研究结果对于区域地下水资源调查、评价和管理等工作具有较强的实践意义,并可为后期地下水污染预测及地下水监测井网优化提供技术支撑。

Passive Attack Detection for a Class of Stealthy Intermittent Integrity Attacks

This paper proposes a passive methodology for detecting a class of stealthy intermittent integrity attacks in cyberphysical systems subject to process disturbances and measurement noise.A stealthy intermittent integrity attack strategy is first proposed by modifying a zero-dynamics attack model.The stealthiness of the generated attacks is rigorously investigated under the condition that the adversary does not know precisely the system state values.In order to help detect such attacks,a backward-in-time detection residual is proposed based on an equivalent quantity of the system state change,due to the attack,at a time prior to the attack occurrence time.A key characteristic of this residual is that its magnitude increases every time a new attack occurs.To estimate this unknown residual,an optimal fixed-point smoother is proposed by minimizing a piece-wise linear quadratic cost function with a set of specifically designed weighting matrices.The smoother design guarantees robustness with respect to process disturbances and measurement noise,and is also able to maintain sensitivity as time progresses to intermittent integrity attack by resetting the covariance matrix based on the weighting matrices.The adaptive threshold is designed based on the estimated backward-in-time residual,and the attack detectability analysis is rigorously investigated to characterize quantitatively the class of attacks that can be detected by the proposed methodology.Finally,a simulation example is used to demonstrate the effectiveness of the developed methodology.

基于EnKS和SWAT模型的闽江流域径流数据同化

地表水文过程中观测变量对状态变量的响应存在时间滞后性,为提高径流数据同化的精度,以闽江流域为研究区,基于集合卡尔曼平滑器(EnKS)和SWAT模型,构建径流数据同化方案,并与集合卡尔曼滤波(EnKF)方法进行对比,评价不同同化模型的精度,分析数据同化对不同径流分量的影响。结果表明:EnKS最优时间窗口长度在不同水文周期、流域存在差异;考虑水文模型的时间滞后性可以有效提高模型的同化精度,对比EnKF方法,EnKS方法的纳什效率系数(NSE)在七里街、沙县、竹岐3个站点上分别提升了0.03、0.12、0.03,均方根误差(RMSE)分别减小了7.43%、26.81%、4.25%;数据同化方法对不同径流分量的改进程度存在空间异质性和时间异质性,在高渗透率土壤和陡坡区域EnKS方法能使壤中流获得更显著的改进,丰水期EnKS方法对地表径流的改进较枯水期更明显。

基于Kalmam滤波和Kalman-RTS平滑的高铁轨道平顺性数据融合算法

针对传统轨道平顺性测量方法存在的依赖于CPⅢ控制网、维护成本高、测量技术效率低等问题,文中基于高铁轨道平顺性测量系统,采用Kalman滤波和Kalman-RTS平滑算法对包括GNSS接收机、里程计、IMU在内的多种传感器的数据进行融合处理。实验表明,多传感器数据先通过Kalman滤波处理后,轨道测量绝对坐标横向偏差均值从纯GNSS的4.7 mm降低至2.2 mm,精度提升幅度达53.2%;再进行Kalman-RTS平滑处理后,绝对坐标横向偏差均值再度降低到1.6 mm,总的精度提升幅度达66.3%,相对坐标横向偏差均值精度提升幅度达10.1%,可以有效提升轨道测量作业效率。

固定区间平滑算法及其在组合导航系统中的应用

对于离线处理或实时性要求不高的组合导航系统,平滑作为一种离线估计算法,通过利用更多的量测信息,能够获得优于滤波估计的结果。固定区间平滑是利用某一时间区间内的所有量测信息对所有状态进行估计的一种算法,在组合导航系统中应用广泛。该算法主要包括适用于线性系统的Rauch-Tung-Striebel平滑算法和双滤波器平滑算法,以及基于上述两类平滑方式的非线性平滑估计算法。针对组合导航系统,详细阐述了这几类固定区间平滑算法并分析了各自的优缺点。

多模型概率假设密度平滑器

针对杂波环境下的多个机动目标跟踪问题,本文将多模型概率假设密度(Multiple-model probability hypothesis density,MM-PHD)滤波器和平滑算法相结合,提出了MM-PHD前向–后向平滑器.为了避免引入复杂的随机有限集(Random finiteset,RFS)理论,本文根据PHD的物理空间(Physical space)描述法推导得到了MM-PHD平滑器的后向更新公式.由于MM-PHD前向–后向平滑器的递推公式中包含有多个积分,因此它在非线性非高斯条件下没有解析的表达形式.故本文又给出了它的序贯蒙特卡洛(Sequential Monte Carlo,SMC)实现.100次蒙特卡洛(Monte Carlo,MC)仿真实验表明,与MM-PHD滤波器相比,MM-PHD平滑器能够更加精确地估计多个机动目标的个数和状态,但MM-PHD平滑器存在一定的时间滞后,并且需要耗费更大的计算代价.