Data assimilation with Gaussian mixture models using the dynamically orthogonal field equations
Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Mechanical Engineering, 2011.
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| Format: | Thesis |
| Language: | eng |
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Massachusetts Institute of Technology
2012
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| Online Access: | http://hdl.handle.net/1721.1/68954 |
| _version_ | 1811094942061166592 |
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| author | Sondergaard, Thomas, S.M. Massachusetts Institute of Technology |
| author2 | Pierre F. J. Lermusiaux. |
| author_facet | Pierre F. J. Lermusiaux. Sondergaard, Thomas, S.M. Massachusetts Institute of Technology |
| author_sort | Sondergaard, Thomas, S.M. Massachusetts Institute of Technology |
| collection | MIT |
| description | Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Mechanical Engineering, 2011. |
| first_indexed | 2024-09-23T16:07:59Z |
| format | Thesis |
| id | mit-1721.1/68954 |
| institution | Massachusetts Institute of Technology |
| language | eng |
| last_indexed | 2024-09-23T16:07:59Z |
| publishDate | 2012 |
| publisher | Massachusetts Institute of Technology |
| record_format | dspace |
| spelling | mit-1721.1/689542019-04-10T23:18:47Z Data assimilation with Gaussian mixture models using the dynamically orthogonal field equations Sondergaard, Thomas, S.M. Massachusetts Institute of Technology Pierre F. J. Lermusiaux. Massachusetts Institute of Technology. Dept. of Mechanical Engineering. Massachusetts Institute of Technology. Dept. of Mechanical Engineering. Mechanical Engineering. Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Mechanical Engineering, 2011. Cataloged from PDF version of thesis. Includes bibliographical references (p. 177-180). Data assimilation, as presented in this thesis, is the statistical merging of sparse observational data with computational models so as to optimally improve the probabilistic description of the field of interest, thereby reducing uncertainties. The centerpiece of this thesis is the introduction of a novel such scheme that overcomes prior shortcomings observed within the community. Adopting techniques prevalent in Machine Learning and Pattern Recognition, and building on the foundations of classical assimilation schemes, we introduce the GMM-DO filter: Data Assimilation with Gaussian mixture models using the Dynamically Orthogonal field equations. We combine the use of Gaussian mixture models, the EM algorithm and the Bayesian Information Criterion to accurately approximate distributions based on Monte Carlo data in a framework that allows for efficient Bayesian inference. We give detailed descriptions of each of these techniques, supporting their application by recent literature. One novelty of the GMM-DO filter lies in coupling these concepts with an efficient representation of the evolving probabilistic description of the uncertain dynamical field: the Dynamically Orthogonal field equations. By limiting our attention to a dominant evolving stochastic subspace of the total state space, we bridge an important gap previously identified in the literature caused by the dimensionality of the state space. We successfully apply the GMM-DO filter to two test cases: (1) the Double Well Diffusion Experiment and (2) the Sudden Expansion fluid flow. With the former, we prove the validity of utilizing Gaussian mixture models, the EM algorithm and the Bayesian Information Criterion in a dynamical systems setting. With the application of the GMM-DO filter to the two-dimensional Sudden Expansion fluid flow, we further show its applicability to realistic test cases of non-trivial dimensionality. The GMMDO filter is shown to consistently capture and retain the far-from-Gaussian statistics that arise, both prior and posterior to the assimilation of data, resulting in its superior performance over contemporary filters. We present the GMM-DO filter as an efficient, data-driven assimilation scheme, focused on a dominant evolving stochastic subspace of the total state space, that respects nonlinear dynamics and captures non-Gaussian statistics, obviating the use of heuristic arguments. by Thomas Sondergaard. S.M. 2012-01-30T17:05:43Z 2012-01-30T17:05:43Z 2011 2011 Thesis http://hdl.handle.net/1721.1/68954 773927910 eng M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. http://dspace.mit.edu/handle/1721.1/7582 180 p. application/pdf Massachusetts Institute of Technology |
| spellingShingle | Mechanical Engineering. Sondergaard, Thomas, S.M. Massachusetts Institute of Technology Data assimilation with Gaussian mixture models using the dynamically orthogonal field equations |
| title | Data assimilation with Gaussian mixture models using the dynamically orthogonal field equations |
| title_full | Data assimilation with Gaussian mixture models using the dynamically orthogonal field equations |
| title_fullStr | Data assimilation with Gaussian mixture models using the dynamically orthogonal field equations |
| title_full_unstemmed | Data assimilation with Gaussian mixture models using the dynamically orthogonal field equations |
| title_short | Data assimilation with Gaussian mixture models using the dynamically orthogonal field equations |
| title_sort | data assimilation with gaussian mixture models using the dynamically orthogonal field equations |
| topic | Mechanical Engineering. |
| url | http://hdl.handle.net/1721.1/68954 |
| work_keys_str_mv | AT sondergaardthomassmmassachusettsinstituteoftechnology dataassimilationwithgaussianmixturemodelsusingthedynamicallyorthogonalfieldequations |