Assimilating irregularly spaced sparsely observed turbulent signals with hierarchical Bayesian reduced stochastic filters

Kristen A. Brown, John Harlim

Research output: Contribution to journalArticlepeer-review

1 Scopus citations


In this paper, we consider a practical filtering approach for assimilating irregularly spaced, sparsely observed turbulent signals through a hierarchical Bayesian reduced stochastic filtering framework. The proposed hierarchical Bayesian approach consists of two steps, blending a data-driven interpolation scheme and the Mean Stochastic Model (MSM) filter. We examine the potential of using the deterministic piecewise linear interpolation scheme and the ordinary kriging scheme in interpolating irregularly spaced raw data to regularly spaced processed data and the importance of dynamical constraint (through MSM) in filtering the processed data on a numerically stiff state estimation problem. In particular, we test this approach on a two-layer quasi-geostrophic model in a two-dimensional domain with a small radius of deformation to mimic ocean turbulence. Our numerical results suggest that the dynamical constraint becomes important when the observation noise variance is large. Second, we find that the filtered estimates with ordinary kriging are superior to those with linear interpolation when observation networks are not too sparse; such robust results are found from numerical simulations with many randomly simulated irregularly spaced observation networks, various observation time intervals, and observation error variances. Third, when the observation network is very sparse, we find that both the kriging and linear interpolations are comparable.

Original languageEnglish (US)
Pages (from-to)143-160
Number of pages18
JournalJournal of Computational Physics
StatePublished - Feb 15 2013

All Science Journal Classification (ASJC) codes

  • Numerical Analysis
  • Modeling and Simulation
  • Physics and Astronomy (miscellaneous)
  • General Physics and Astronomy
  • Computer Science Applications
  • Computational Mathematics
  • Applied Mathematics


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