Uncertainty Assessment of Hydrologic Model States and Parameters: Sequential Data Assimilation Using the Particle Filter

Authors

Hamid Moradkhani, Portland State UniversityFollow
Kuo-Lin Hsu, Portland State UniversityFollow
Hoshin V. GuptaFollow
Soroosh SorooshianFollow

Published In

Water Resources Research

Document Type

Article

Publication Date

5-1-2005

Subjects

Streamflow -- Forecasting, Uncertainty --Mathematical models, Hydrology -- Data processing

Abstract

Two elementary issues in contemporary Earth system science and engineering are (1) the specification of model parameter values which characterize a system and (2) the estimation of state variables which express the system dynamic. This paper explores a novel sequential hydrologic data assimilation approach for estimating model parameters and state variables using particle filters (PFs). PFs have their origin in Bayesian estimation. Methods for batch calibration, despite major recent advances, appear to lack the flexibility required to treat uncertainties in the current system as new information is received. Methods based on sequential Bayesian estimation seem better able to take advantage of the temporal organization and structure of information, so that better compliance of the model output with observations can be achieved. Such methods provide platforms for improved uncertainty assessment and estimation of hydrologic model components, by providing more complete and accurate representations of the forecast and analysis probability distributions. This paper introduces particle filtering as a sequential Bayesian filtering having features that represent the full probability distribution of predictive uncertainties. Particle filters have, so far, generally been used to recursively estimate the posterior distribution of the model state; this paper investigates their applicability to the approximation of the posterior distribution of parameters. The capability and usefulness of particle filters for adaptive inference of the joint posterior distribution of the parameters and state variables are illustrated via two case studies using a parsimonious conceptual hydrologic model.

Description

Copyright 2005 American Geophysical Union

DOI

10.1029/2004WR003604

Persistent Identifier

http://archives.pdx.edu/ds/psu/8286

Citation Details

Moradkhani, H., K.-L. Hsu, H. Gupta, and S. Sorooshian (2005), Uncertainty assessment of hydrologic model states and parameters: Sequential data assimilation using the particle filter, Water Resour. Res., 41, W05012.