THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA...

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THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA UNIVERSITA’ DI BOLOGNA MUSIC Project MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June 2004

Transcript of THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA...

Page 1: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

THE MULTI-SENSOR BAYESIAN COMBINATIONS

Cinzia Mazzetti

ALMA MATER STUDIORUMALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNAUNIVERSITA’ DI BOLOGNA MUSIC ProjectMUSIC Project

CARPE DIEM Meeting – Helsinki, 24th June 2004

Page 2: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

MUSIC Project developed new techniques for

combining weather radar, weather satellite and rain

gauge derived precipitation estimates in a Bayesian

framework.

MUSIC Project(Multi Sensor precipitation

measurements Integration Calibration and flood forecasting)

SCOPE of the BAYESIAN COMBINATIONS:

Eliminating the BIAS and producing MINIMUM VARIANCE precipitation estimates.

Page 3: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

MULTI-SENSOR BAYESIAN COMBINATIONSMULTI-SENSOR BAYESIAN COMBINATIONS

RAINGAUGES + RADAR

RAINGAUGES + SATELLITE

RAINGAUGES + RADAR + SATELLITE

RADAR + SATELLITE

Page 4: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

RAINGAUGES

BLOCK KRIGING

BLOCK KRIGING OF THE RAINGAUGES

KALMAN FILTER

RADAR

BLOCK KRIGING OF THE RAINGAUGES + RADAR (BKR)

POINTMEASUREMENTS

SPATIALESTIMATES

RAINGAUGES & RADAR BAYESIAN COMBINATIONRAINGAUGES & RADAR BAYESIAN COMBINATION

Page 5: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

i

ii

S ZZ *0

*

0

000

* SS ZZE

2*

00 SS ZZE minimum

d VARIOGRAM It describes the spatial relation between measurement points and estimation points.

S0

Zn

Z1

Z2

x1

x2

xn

0

0

0

1SS dxxZ

SZ

BLOCK KRIGINGBLOCK KRIGING

10 i

i

Page 6: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

BLOCK KRIGING: New Variogram fittingBLOCK KRIGING: New Variogram fitting

2

1 A

d

epd GAUSSIAN VARIOGRAM

p, , A VARIOGRAM PARAMETERS

Traditional estimation method for the Variogram

parameters(Matheron, 1970; De Marsily, 1986, Cressie, 1993)

Page 7: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

The Variogram parameters are updated at each time step using a Maximum Likelihood estimator. (Todini, 2001 parte 1)

The characteristic of the Maximum Likelihood

estimator is that the Log-Likelihood function is

independent of the Kriging weights , depending only on the observations, the semi-

variogram model and its parameters.

BK on the Reno river basin

Page 8: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

10 j

j

j

ijij Sxxx 00 ,

T

lb

T uu

u

0

00 j

10 j

j

j

ijij Sxxx 00 ,

BLOCK KRIGING: New formulation with non-BLOCK KRIGING: New formulation with non-negativenegative weightsweights

New Block Kriging system

Block Kriging system

i

ii

S ZZ 00

S0

Zn

Z1

Z2

x1

x2

xn

No negative rain

Page 9: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

llu

u

Cov

0

Covariance of the estimation errors:

llT

T

blT

Tbl

T

T

T

u

uu

u

Cov

*

*

*

*

*

**

0

Page 10: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

BLOCK KRIGING: Error prone raingauge BLOCK KRIGING: Error prone raingauge measurementsmeasurements

T

bl

T uu

u

0 Block Kriging system

De Marsily (1986): 2

, iii

22, 2

1

2

1, jijiji xx

2

, 2

1, ijijibl xx

NEWFORMULATION:

2i Error Variance of gauge i

Page 11: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

KALMAN FILTERKALMAN FILTER

Time Update(“Predict”)

Measurement Update(“Correct”)

Initial estimates for:

1kx

1kP

An optimal recursive data processing algorithm.

(Maybeck, 1979)

(Gelb, 1974)

Page 12: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

Time Update(“Predict”)

Measurement Update(“Correct”)

A priori estimate Radar

Measurement BK raingauges

A posteriori estimate Raingauges and RadarBayesian combination

(Gelb, 1974)

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CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

Measurement Update (“Correct”)

Compute the Kalman gain:

Update estimate with measurement zk:

kkkkk xHzKxx ˆˆˆ

Update the error covariance:

kkk PHKIP

kkk Hxz Measurement equation:

RNp ,0

kx

A priori estimate:

Block Kriging + RADAR

Compute the Kalman gain:

Update estimate with measurement zk:

Update the error covariance:

Measurement equation:Gtt

Gt

Gt yZy

t

Rtt yy '

'''' tGtttt yyKyy

t

VKIPKIP tttt '''

Gt

V

kP

tV

A priori estimate:

1 Gttt

VVVK t 1 RHHPHPK Tk

Tkk

Page 14: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

KALMAN FILTER: Update of the GAIN at KALMAN FILTER: Update of the GAIN at eacheach time steptime step

Variance of BK estimation errors

Rt

Gtt yy

tV

Variance of Radar estimation errors

(?)

Modeled using an exponential Variogram. The estimation of the Variogram parameters is performed at each time step using the Maximum Likelihood estimator. (Todini, 2001)

GAIN: Ratio between the variances of the estimation errors 1 G

tttVVVK t

Page 15: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

Grid: 20x20 Km = 400 Km2

9 Raingauges

O O

O

O O

O

O

O

O

O

TEST WITH SYNTHETIC DATATEST WITH SYNTHETIC DATA

WE GENERATED THE “TRUE” RAINFALL FIELD ON THE GRID AND ON THE GAUGES

WE GENERATED A NOISE FIELD ON THE GRID AND WE ADDED IT TO THE TRUE RAINFALL FIELD TO GET RADAR LIKE ESTIMATES

WE GENERATED NOISES FOR THE GAUGES AND WE ADDED THEM TO THE TRUE RAINFALL FIELD ON THE GAUGES

Distributions used in the data generation: Normal Distribution Log-Normal Distribution

Variograms used in data generation:- Gaussian- Exponential- Modified spherical

Page 16: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

ERROR FREE GAUGES

NormalDistribution

Bias Variance

Log-NormalDistribution

Bias Variance

Raw dataCombined data

Page 17: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

ERROR PRONE GAUGES

NormalDistribution

Bias Variance

Log-NormalDistribution

Bias Variance

Raw dataCombined data

Page 18: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

COMPARISON WITH OTHER METHODSCOMPARISON WITH OTHER METHODS

Brandes

Koistinen and Puhakka

Krajewski

The comparison is made on the basis of a common numerical example

Bayesian combination

COMPARING SOME EXISTING METHODS FORCOMBINING RADAR AND RAINGAUGEMEASUREMENTS TO THE NEW BAYESIAN METHOD.

SCOPE

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CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

GEN VARIO BIAS EX VAR BIAS EX VAR BIAS EX VAR BIAS EX VAR

GAU GAU EE 0.24 0.86 0.51 0.79 -0.53 0.71 -0.11 0.72EXP EXP EE 0.21 0.80 0.63 0.75 -0.36 0.73 -0.07 0.74MOD MOD EE 0.21 0.81 0.62 0.75 -0.42 0.71 -0.09 0.72GAU EXP EE 0.22 0.82 0.51 0.79 -0.53 0.71 -0.11 0.72GAU MOD EE 0.23 0.83 0.51 0.79 -0.53 0.71 -0.11 0.72EXP GAU EE 0.19 0.77 0.63 0.75 -0.36 0.73 -0.07 0.74MOD GAU EE 0.19 0.78 0.62 0.75 -0.42 0.71 -0.09 0.72

GAU GAU EE 0.06 0.88 0.48 0.80 -0.53 0.72 -0.19 0.72EXP EXP EE 0.04 0.81 0.57 0.76 -0.37 0.75 -0.13 0.74MOD MOD EE 0.03 0.82 0.59 0.77 -0.44 0.73 -0.14 0.73GAU EXP EE 0.04 0.84 0.48 0.80 -0.53 0.72 -0.19 0.72GAU MOD EE 0.05 0.84 0.48 0.80 -0.53 0.72 -0.19 0.72EXP GAU EE 0.01 0.78 0.57 0.76 -0.37 0.75 -0.13 0.74MOD GAU EE 0.03 0.79 0.59 0.77 -0.44 0.73 -0.14 0.73

GAU GAU EE -0.11 0.89 0.36 0.82 -0.50 0.73 -0.30 0.74EXP EXP EE -0.10 0.82 0.53 0.78 -0.32 0.77 -0.31 0.75MOD MOD EE -0.11 0.82 0.52 0.78 -0.38 0.75 -0.26 0.73GAU EXP EE -0.10 0.84 0.36 0.82 -0.50 0.73 -0.30 0.74GAU MOD EE -0.10 0.84 0.36 0.82 -0.50 0.73 -0.30 0.74EXP GAU EE -0.13 0.78 0.53 0.78 -0.32 0.77 -0.31 0.75MOD GAU EE -0.11 0.80 0.52 0.78 -0.38 0.75 -0.26 0.73

GAU GAU EE -0.26 0.88 0.24 0.84 -0.42 0.80 -0.63 0.76EXP EXP EE -0.25 0.81 0.37 0.81 -0.24 0.81 -0.50 0.78MOD MOD EE -0.26 0.82 0.36 0.81 -0.30 0.80 -0.55 0.77GAU EXP EE -0.25 0.84 0.24 0.84 -0.42 0.80 -0.63 0.76GAU MOD EE -0.25 0.84 0.24 0.84 -0.42 0.80 -0.63 0.76EXP GAU EE -0.28 0.77 0.37 0.81 -0.24 0.81 -0.50 0.78MOD GAU EE -0.28 0.79 0.36 0.81 -0.30 0.80 -0.55 0.77

No

rmal

dis

trib

uti

on

BAYESIAN COMBINATION

BRANDES (EP=125)

KOISTINEN KRAJEWSKIL

og

-no

rmal

dis

trib

uti

on

(s

kew

nes

s 0.

5)

Lo

g-n

orm

al d

istr

ibu

tio

n

(ske

wn

ess

1.0)

L

og

-no

rmal

dis

trib

uti

on

(s

kew

nes

s 2.

0)

BIAS EX VAR BIAS EX VAR

0.22 0.81 0.26 0.84

0.34 0.72 0.36 0.77

0.31 0.74 0.35 0.78

0.22 0.81 0.26 0.84

0.22 0.81 0.26 0.84

0.34 0.72 0.36 0.77

0.31 0.74 0.35 0.78

Brandes (EP=10) Brandes (EP=50)

GAUGES:Bias = 0.00Exp. Variance = 0.90

RADAR:Bias = 5.00Exp. Variance = 0.70

Page 20: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

RAINGAUGES RADAR & SATELLITE BAYESIAN RAINGAUGES RADAR & SATELLITE BAYESIAN COMBINATIONCOMBINATION

BLOCK KRIGING OF THE RAINGAUGES + RADAR

UPSCALING

BK GAUGES + RADAR at satellite scale SATELLITE

KALMAN FILTER

BK GAUGES + RADAR + SATELLITE at satellite scale

DOWNSCALING (KALMAN SMOOTHING)

BLOCK KRIGING OF THE RAINGAUGES + RADAR + SATELLITE

y yP~

yUx T ˆˆ UPUP yT

x ~~

Page 21: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

KALMAN FILTER at the SATELLITE SCALEKALMAN FILTER at the SATELLITE SCALE

Time Update(“Predict”)

Measurement Update(“Correct”)

A priori estimate Aggregated BK+RADAR estimate

Measurement Satellite

A posteriori estimate Raingauges+Radar+Satellite Bayesian combination(Sat. scale)

Page 22: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

xzx ˆ R

1~~

RPPK xxx

Estimation errors variance

of Satellite estimate

Estimation errors variance of aggregated

BK+RADAR estimate (?)

Modelled using an exponential Variogram. The estimation of the Variogram parameters is performed at each time step using the Maximum Likelihood estimator. (Todini, 2001)

GAIN: Ratio between the variance of the estimation errors

KALMAN FILTER: Update KALMAN FILTER: Update ofof the GAIN at the GAIN at eacheach time steptime step

Page 23: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

BLOCK KRIGING OF THE RAINGAUGES + RADAR

UPSCALING

BK GAUGES + RADAR at satellite scale SATELLITE

KALMAN FILTER

BK GAUGES + RADAR + SATELLITE at satellite scale

DOWNSCALING (KALMAN SMOOTHING)

BLOCK KRIGING OF THE RAINGAUGES + RADAR + SATELLITE

y yP~

yUx T ˆˆ UPUP yT

x ~~

xxP~~

Page 24: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

Reich–Tung-Striebel (RTS)

Kalman fixed-interval smoother

Smoothing produces the best estimate at epoch

k using the observations up to the latter time N.

(Gelb, 1974)

DOWNSCALING (KALMAN SMOOTHER)DOWNSCALING (KALMAN SMOOTHER)

Page 25: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

Nkx NkP

Raingauges Radar and Satellite Bayesian Combination

Smoothing produces the best estimate at SCALE k (Radar and BK scale) using the observations up to

the latter SCALE N (Satellite scale).

On scale

N

k

k-1

Up

scalin

g

Dow

nscali

ng

Page 26: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

xz

BK and RADAR scale Satellite scale

xzKxx xx ˆˆˆ

xxxPKIP ~~~

yT

yyPUKIP ~~~

xzKyy xy ˆˆˆ

yUx T ˆˆ

UPUP yT

x ~~

y

yP~

1~~

RUPUUPK y

Tyy

xxUPUUPyy yT

y ˆˆˆˆ 1~~

yT

yT

yyPURUPUUPIP ~

1~~~~

Page 27: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

Grid: 20x20 Km = 400 Km2

Radar Pixels 1x1 Km

Satellite pixels 5x5 Km

9 raingauges

O O

O

O O

O

O

O

O

O

WE GENERATED THE “TRUE” RAINFALL FIELD ON THE GRID AND ON THE GAUGES

WE GENERATED A NOISE FIELD ON THE GRID AND WE ADDED IT TO THE TRUE RAINFALL FIELD TO GET RADAR LIKE ESTIMATES

WE GENERATED NOISES FOR THE GAUGES AND WE ADDED THEM TO THE TRUE RAINFALL FIELD

WE GENERATED A NOISE FIELD FOR THE GAUGES AND WE ADDED IT TO THE TRUE RAINFALL FIELD TO GET SATELLITE LIKE ESTIMATES

Distributions used in the data generation: Normal Distribution Log-Normal Distribution

Variograms used in data generation:- Gaussian- Exponential- Modified spherical

TEST WITH SYNTHETIC DATATEST WITH SYNTHETIC DATA

Page 28: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC ProjectBIAS EX. VAR BIAS EX. VAR BIAS EX. VAR

BLOCK KRIGING 0.03 0.88 0.01 0.74 0.01 0.74

RADAR 4.95 0.75 4.94 0.74 4.94 0.74

BK+RADAR 0.02 0.90 0.01 0.82 0.01 0.82

BK+RADAR aggr 0.02 0.92 0.01 0.88 0.01 0.88

SATELLITE 9.99 0.70 9.99 0.70 9.99 0.70

BK+RAD+SAT aggr 0.12 0.93 0.46 0.89 0.37 0.89

BK+RADAR+SAT 0.12 0.90 0.46 0.84 0.37 0.84

BLOCK KRIGING -0.06 0.88 -0.08 0.74 -0.08 0.74

RADAR 4.95 0.75 4.95 0.74 4.95 0.75

BK+RADAR -0.06 0.90 -0.09 0.82 -0.09 0.82

BK+RADAR aggr -0.06 0.92 -0.09 0.88 -0.09 0.88

SATELLITE 10.00 0.70 10.00 0.70 9.99 0.70

BK+RAD+SAT aggr 0.04 0.93 0.35 0.89 0.28 0.89

BK+RADAR+SAT 0.04 0.90 0.35 0.84 0.28 0.84

BLOCK KRIGING -0.13 0.87 -0.16 0.73 -0.16 0.73

RADAR 4.96 0.75 4.95 0.75 4.96 0.75

BK+RADAR -0.13 0.89 -0.16 0.82 -0.17 0.82

BK+RADAR aggr -0.13 0.92 -0.16 0.88 -0.17 0.87

SATELLITE 10.00 0.70 10.00 0.70 10.00 0.70

BK+RAD+SAT aggr -0.02 0.93 0.30 0.90 0.23 0.89

BK+RADAR+SAT -0.02 0.90 0.30 0.84 0.23 0.84

BLOCK KRIGING -0.22 0.87 -0.25 0.71 -0.25 0.71

RADAR 4.96 0.75 4.96 0.75 4.97 0.75

BK+RADAR -0.23 0.89 -0.26 0.81 -0.26 0.81

BK+RADAR aggr -0.23 0.92 -0.26 0.87 -0.26 0.87

SATELLITE 10.00 0.70 10.01 0.69 10.00 0.70

BK+RAD+SAT aggr -0.10 0.93 0.21 0.89 0.15 0.89

BK+RADAR+SAT -0.10 0.90 0.21 0.83 0.15 0.83Lo

g-n

orm

al d

istr

ibu

tio

n

(sk

ew

ne

ss

2.0

)

GAUSSIAN EXPONENTIAL SPHERICAL

No

rma

l d

istr

ibu

tio

nL

og

-no

rma

l d

istr

ibu

tio

n

(sk

ew

ne

ss

0.5

)

Lo

g-n

orm

al d

istr

ibu

tio

n

(sk

ew

ne

ss

1.0

)

GAUGES:Bias = 0.00Exp. Variance = 0.90

RADAR:Bias = 5.00Exp. Variance = 0.75

SATELLITE:Bias = 10.00Exp. Variance = 0.70

Page 29: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

TRUE BK RADAR BK+RADAR

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CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

BK+RADAR

SATELLITE BK+RAD+SAT

BK+RAD+SAT

TRUEBK+RADAR

Page 31: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

RAINGAUGES & SATELLITE BAYESIAN COMBINATION

RAINGAUGES

BLOCK KRIGING

BLOCK KRIGING OF THE RAINGAUGES

UPSCALING

BK GAUGES at satellite scale SATELLITE

KALMAN FILTER

BK GAUGES + SATELLITE at satellite scale

DOWNSCALING (KALMAN SMOOTHING)

BLOCK KRIGING OF THE RAINGAUGES ++ SATELLITE

Page 32: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

O O

O

O O

O

O

O

O

O

WE GENERATED THE “TRUE” RAINFALL FIELD ON THE GRID AND ON THE GAUGES

WE GENERATED NOISES FOR THE GAUGES AND WE ADDED THEM TO THE TRUE RAINFALL FIELD

WE GENERATED A NOISE FIELD FOR THE GAUGES AND WE ADDED IT TO THE TRUE RAINFALL FIELD TO GET SATELLITE LIKE ESTIMATES

Distributions used in the data generation: Normal Distribution Log-Normal Distribution

Variograms used in data generation:- Gaussian- Exponential- Modified spherical

TEST WITH SYNTHETIC DATATEST WITH SYNTHETIC DATA

Grid: 20x20 Km = 400 Km2

Satellite pixels 5x5 Km

9 raingauges

Page 33: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

BIAS EX. VAR BIAS EX. VAR BIAS EX. VAR

BLOCK KRIGING 0.03 0.87 0.01 0.74 0.01 0.74

BK aggr 0.03 0.91 0.01 0.87 0.01 0.86

SATELLITE 9.99 0.70 9.99 0.70 9.99 0.70

BK+SATELLITE aggr 0.59 0.92 0.93 0.88 0.78 0.89

BK+SATELLITE 0.59 0.89 0.93 0.76 0.78 0.76

BLOCK KRIGING -0.06 0.88 -0.02 0.73 -0.08 0.74

BK aggr -0.06 0.91 -0.02 0.86 -0.08 0.86

SATELLITE 10.00 0.70 10.00 0.70 9.99 0.70

BK+SATELLITE aggr 0.50 0.92 0.85 0.89 0.67 0.89

BK+SATELLITE 0.50 0.89 0.85 0.76 0.67 0.76

BLOCK KRIGING -0.13 0.87 -0.19 0.72 -0.16 0.73

BK aggr -0.13 0.91 -0.19 0.86 -0.16 0.86

SATELLITE 10.00 0.70 10.00 0.69 10.00 0.70

BK+SATELLITE aggr 0.44 0.92 0.70 0.89 0.66 0.88

BK+SATELLITE 0.44 0.89 0.70 0.75 0.66 0.75

BLOCK KRIGING -0.22 0.87 -0.24 0.71 -0.25 0.71

BK aggr -0.22 0.91 -0.24 0.86 -0.25 0.86

SATELLITE 10.00 0.70 10.01 0.69 10.00 0.70

BK+SATELLITE aggr 0.39 0.93 0.75 0.89 0.63 0.88

BK+SATELLITE 0.39 0.89 0.75 0.74 0.63 0.74Lo

g-n

orm

al d

istr

ibu

tion

(s

kew

nes

s 2.

0)

GAUSSIAN EXPONENTIAL SPHERICAL

No

rmal

dis

trib

utio

nL

og

-no

rmal

dis

trib

utio

n

(ske

wn

ess

0.5)

Lo

g-n

orm

al d

istr

ibu

tion

(s

kew

nes

s 1.

0)

GAUGES:Bias = 0.00Exp. Variance = 0.90

SATELLITE:Bias = 10.00Exp. Variance = 0.70

Page 34: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

TRUE BK BK aggr. SATELLITE

BK+SATELLITE

Page 35: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

BK+SATELLITE aggr.

BK+SATELLITE

TRUE

Page 36: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

BASIN AREA: 1081 Km2

NUMBER OF RAINGAUGES: 25

RADAR: C band Doppler Double Polarization

RADAR PIXELS: 1 x 1 Km

SATELLITE: Meteosat

SATELLITE PIXELS: 5 X 5 Km

APPLICATION TO THE RENO RIVER BASINAPPLICATION TO THE RENO RIVER BASIN

Page 37: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

15th April 1998 – ore 15 BLOCK KRIGING

BK + RADAR BK + SATELLITE BK+RADAR+SATELLITE

RADAR SATELLITE2.62.6

0.00.0

Page 38: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

4.44.4

0.00.0

BLOCK KRIGING RADAR SATELLITE

BK + RADAR BK + SATELLITE BK+RADAR+SATELLITE

15th April 1998 – ore 16

Page 39: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

8.78.7

0.00.0

BLOCK KRIGING RADAR SATELLITE

BK + RADAR BK + SATELLITE BK+RADAR+SATELLITE

15th April 1998 – ore 18

Page 40: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

2.82.8

0.00.0

BLOCK KRIGING RADAR SATELLITE

BK + RADAR BK + SATELLITE BK+RADAR+SATELLITE

15th April 1998 – ore 19

Page 41: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

Discharge at CASALECCHIO

0

500

1000

1500

2000

2500

3000

1 6

11

16

21

26

31

36

41

46

51

56

61

66

71

76

81

86

91

96

10

1

10

6

11

1

11

6

12

1

12

6

13

1

13

6

14

1

time (h)

Dis

ch

arg

e (

m3

/s)

OBSERVED

BLOCK KRIGING

RADAR

BK + RADAR

BK + SATELLITE

BK + RADAR + SATELLITE

Discharge at CASALECCHIO

0

100

200

300

400

500

600

700

1 4 7

10

13

16

19

22

25

28

31

34

37

40

43

46

49

52

55

58

61

64

67

time (h)

Dis

ch

arg

e (

m3

/s)

RADAR OVERESTIMATION

BAYESIAN COMBINATIONS & TOPKAPI

13-22 November 2000

Page 42: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

THANK YOU

Page 43: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

REFERENCES:REFERENCES:

Alberoni, P.P., Nanni, S., 1992. Application of an adjustment procedure for quantitative rainfall evaluation, Advances in hydrological applications of weather RADAR. Proceedings of the 2nd International Symposium on Hydrological Applications of weather RADAR.

Barnes, E.A., 1964. A technique for maximizing details in numerical weather map analysis. J. Appl. Meteor., 3:396-409.

Brandes, E.A., 1975. Optimizing rainfall estimates with the aid of RADAR, J. Appl. Meteor., 14:1339-1345. Cressie, N.A., 1993. Statistics for Spatial Data. Wiley, New York.

Creutin, J.D., Delrieu, G., Lebel, T., 1988. Rain measurement by raingauge-radar combination: a geostatistical approach. J. Appl. Atmos. Ocean. Technol., 5:102–115.

De Marsily, G., 1986. Quantitative Hydrogeology, Academic Press.

Fieguth, P.W., Karl, W.C., Willsky, A.S., Wunsch, C., 1995. Multiresolution optimal interpolation and statistical analysis of TOPEX/POSEIDON satellite altimetry. IEEE Trans. Geosci. Remote Sensing, 33(2):280-292.

Kalman, R.E. 1960. A New Approach to Linear Filtering and Prediction Problems. Transaction of the ASME—Journal of Basic Engineering, 35-45.

Koistinen, J., Puhakka, T., 1981. An improved spatial gauge-RADAR adjustment technique, 20th Conference on RADAR Meteorology, AMS Boston USA, 179-186.

Krajewski, W.F., 1987. Cokriging Radar-Rainfall and Rain Gage Data. Journal of Geophysical Research, 92(D8):9571-9580.

Matheron, G., 1970. La théorie des variables regionaliséés et ses applications, Cah. Cent. Morphol. Math., 5.

Gelb, A. 1974. Applied Optimal Estimation, MIT Press, Cambridge, MA.

Page 44: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

Maybeck, P.S., 1979. Stochastic Models, Estimation, and Control, Volume 1, Academic Press, Inc.

Rauch, H., Tung, F., Striebel, C., 1965. Maximum likelihood estimates of linear dynamic systems. AIAA J. 3(8):1445-1450.

Todini, E., 2001. Bayesian conditioning of radar to rain-gauges, Hydrol. Earth System Sci., 5:225-232. Todini, E., 2001 (Part 1). Influence of parameter estimation uncertainty in Kriging. Part 1. Theoretical development, Hydrol. Earth System Sci., 5(2):215-223.

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ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

Page 46: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

Gtt

VV BK RAINGAUGES

Gtt

VV RADAR

BK and Radar estimate are combined on the basis of the local relative uncertainty, which is updated at

each time step on each pixel.

1 Gttt

VVVK t

Page 47: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

kkkkk xHzKxx ˆˆˆ

kkk PHKIP

kkk Hxz RNp ,0

kx

A priori estimate:

kP

xz R Satellite

yUx T ˆˆ xP~

xzKxx xx ˆˆˆ

xxxPKIP ~~~

1~~

RPPK xxx 1 RHHPHPK Tk

Tkk

Measurement Update (“Correct”) Block Kriging + SATELLITE

Compute the Kalman gain:

Update estimate with measurement zk:

Update the error covariance:

Measurement equation:

A priori estimate:

Compute the Kalman gain:

Update estimate with measurement zk:

Update the error covariance:

Measurement equation:

Page 48: THE MULTI-SENSOR BAYESIAN COMBINATIONS Cinzia Mazzetti ALMA MATER STUDIORUM UNIVERSITA’ DI BOLOGNA MUSIC Project CARPE DIEM Meeting – Helsinki, 24 th June.

CARPE DIEM Meeting – Helsinki, 24th June 2004

ALMA MATER STUDIORUMUNIVERSITA’ DI BOLOGNA MUSIC Project

Discharge at CASALECCHIO

0

50

100

150

200

250

300

1 5 9

13

17

21

25

29

33

37

41

45

49

53

57

61

65

69

73

77

81

85

89

93

97

10

1

10

5

10

9

11

3

time (h)

Dis

ch

arg

e (

m3

/s)

OBSERVED

BLOCK KRIGING

RADAR

BK + RADAR

BK + SATELLITE

BK + RADAR + SATELLITE

RADAR UNDERESTIMATIONSATELLITE UNDERESTIMATION

BAYESIAN COMBINATIONS & TOPKAPI

13-18 April 1998