Kalman Filter in the Real Time URBIS model卡尔曼滤波器在实时雅邦规划的设计模型.pptVIP

Kalman Filter in the Real Time URBIS model Richard Kranenburg Master scriptie June 11, 2010 Kalman Filter in the Real Time URBIS model Introduction Real Time URBIS model Problems and Goals Method Kalman filter equations Results Extensions on the Kalman Filter Conclusions Introduction Company: TNO Business Unit: ‘BenO’ Department: ‘ULO’ Accompanists: Michiel Roemer (TNO) Jan Duyzer (TNO) Arjo Segers (TNO) Kees Vuik (TUDelft) Real Time URBIS model Real Time URBIS Model URBIS Model, standard concentration fields 11 sources, 4 wind directions, 2 wind speeds Real Time URBIS model Every hour interpolation between standard concentration fields Correction for background and traffic fields μ is the weight function dependent of wind direction (φ), wind speed (v), temperature (T), hour (h), day (d), month (m) : standard concentration fields Real Time URBIS model Real Time URBIS model Linear correction used by DCMR Average concentration of three stations Schiedam Hoogvliet Maassluis Real Time URBIS model Problems and Goals The model simulation can become negative No information about the uncertainty of the simulation Goal: Find an uncertainty interval for the concentration NO , which does not contain negative concentrations Method Kalman filter connects the model simulations with a series of measurements Kalman filter corrects the model in two steps Forecast step Analysis step Result is a (multivariate) Gaussian distribution of the unknown Mean Covariance matrix Kalman filter equations Correction factor ( ) for each standard concentration field Kalman filter calculates a Gaussian distribution for the unknown variable ( ) The concentration NO can be found in a log-normal distribution Kalman filter equations Second equation not linear in ( ), thus a linearization around H: projection matrix, A: correlation matrix represents the uncertainty of the measurements on time k Kalman filter equations The linearization results in: with: Kalman