3 import matplotlib
.pyplot
as plt
4 from utils
import vprint
7 def model_decay(m0
,E
,partials
=0,T1
=0.1,tlen
=1):
9 # m0 fuel moisture content at start dimensionless, unit (1)
10 # E fuel moisture eqilibrium (1)
11 # partials=0: return m1 = fuel moisture contents after time tlen (1)
12 # =1: return m1, dm0/dm0
13 # =2: return m1, dm1/dm0, dm1/dE
14 # =3: return m1, dm1/dm0, dm1/dE dm1/dT1
15 # T1 1/T, where T is the time constant approaching the equilibrium
17 # tlen the time interval length, default 1 hour
19 exp_t
= np
.exp(-tlen
*T1
) # compute this subexpression only once
20 m1
= E
+ (m0
- E
)*exp_t
# the solution at end
25 return m1
, dm1_dm0
# return value and Jacobian
28 return m1
, dm1_dm0
, dm1_dE
29 dm1_dT1
= -(m0
- E
)*tlen
*exp_t
# partial derivative dm1 / dT1
31 return m1
, dm1_dm0
, dm1_dE
, dm1_dT1
# return value and all partial derivatives wrt m1 and parameters
32 raise('Bad arg partials')
35 def ext_kf(u
,P
,F
,Q
=0,d
=None,H
=None,R
=None):
37 One step of the extended Kalman filter.
38 If there is no data, only advance in time.
39 :param u: the state vector, shape n
40 :param P: the state covariance, shape (n,n)
41 :param F: the model function, args vector u, returns F(u) and Jacobian J(u)
42 :param Q: the process model noise covariance, shape (n,n)
43 :param d: data vector, shape (m). If none, only advance in time
44 :param H: observation matrix, shape (m,n)
45 :param R: data error covariance, shape (n,n)
46 :return ua: the analysis state vector, shape (n)
47 :return Pa: the analysis covariance matrix, shape (n,n)
50 return np
.atleast_2d(a
) # convert to at least 2d array
53 return np
.atleast_1d(a
) # convert to at least 1d array
56 uf
, J
= F(u
) # advance the model state in time and get the Jacobian
57 uf
= d1(uf
) # if scalar, make state a 1D array
58 J
= d2(J
) # if scalar, make jacobian a 2D array
59 P
= d2(P
) # if scalar, make Jacobian as 2D array
60 Pf
= d2(J
.T
@ P
) @ J
+ Q
# advance the state covariance Pf = J' * P * J + Q
62 if d
is None or not d
.size
: # no data, no analysis
64 # K = P H' * inverse(H * P * H' + R) = (inverse(H * P * H' + R)*(H P))'
66 HP
= d2(H
@ P
) # precompute a part used twice
67 K
= d2(np
.linalg
.solve( d2(HP
@ H
.T
) + R
, HP
)).T
# Kalman gain
70 res
= d1(H
@ d1(uf
) - d
) # res = H*uf - d
71 ua
= uf
- K
@ res
# analysis mean uf - K*res
72 Pa
= Pf
- K
@ d2(H
@ P
) # analysis covariance
75 ### Define model function with drying, wetting, and rain equilibria
78 r0
= 0.05 # threshold rainfall [mm/h]
79 rs
= 8.0 # saturation rain intensity [mm/h]
80 Tr
= 14.0 # time constant for rain wetting model [h]
81 S
= 250 # saturation intensity [dimensionless]
82 T
= 10.0 # time constant for wetting/drying
84 #~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
86 def model_moisture(m0
,Eqd
,Eqw
,r
,t
=None,partials
=0,T
=10.0,tlen
=1.0):
88 # m0 starting fuel moistureb (%s
89 # Eqd drying equilibrium (%)
90 # Eqw wetting equilibrium (%)
91 # r rain intensity (mm/h)
94 # returns: same as model_decay
95 # if partials==0: m1 = fuel moisture contents after time 1 hour
97 # ==2: m1, dm1/dm0, dm1/dE
102 T1
= (1.0 - np
.exp(- (r
- r0
) / rs
)) / Tr
114 exp_t
= np
.exp(-tlen
*T1
)
115 m1
= E
+ (m0
- E
)*exp_t
118 #if t>=933 and t < 940:
119 # print('t,Eqw,Eqd,r,T1,E,m0,m1,dm1_dm0,dm1_dE',
120 # t,Eqw,Eqd,r,T1,E,m0,m1,dm1_dm0,dm1_dE)
126 return m1
, dm1_dm0
, dm1_dE
127 raise('bad partials')
129 #~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
132 def model_moisture_run(Eqd
,Eqw
,r
,hours
=None,T
=10.0,tlen
=1.0):
133 # for arrays of FMC model input run the fuel moisture model
135 hours
= min(len(Eqd
),len(Eqw
),len(r
))
137 m
[0]=(Eqd
[0]+Eqw
[0])/2
138 for k
in range(hours
-1):
139 m
[k
+1]=model_moisture(m
[k
],Eqd
[k
],Eqw
[k
],r
[k
],T
=T
,tlen
=tlen
)
142 #~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
144 def model_augmented(u0
,Ed
,Ew
,r
,t
):
145 # state u is the vector [m,dE] with dE correction to equilibria Ed and Ew at t
147 m0
, Ec
= u0
# decompose state u0
148 # reuse model_moisture(m0,Eqd,Eqw,r,partials=0):
150 # m0 starting fuel moistureb (1)
151 # Ed drying equilibrium (1)
152 # Ew wetting equilibrium (1)
153 # r rain intensity (mm/h)
155 # returns: same as model_decay
156 # if partials==0: m1 = fuel moisture contents after time 1 hour
158 # ==2: m1, dm1/dm0, dm1/dE
159 m1
, dm1_dm0
, dm1_dE
= model_moisture(m0
,Ed
+ Ec
, Ew
+ Ec
, r
, t
, partials
=2)
160 u1
= np
.array([m1
,Ec
]) # dE is just copied
161 J
= np
.array([[dm1_dm0
, dm1_dE
],
165 #~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
166 ### Default Uncertainty Matrices
167 Q
= np
.array([[1e-3, 0.],
168 [0, 1e-3]]) # process noise covariance
169 H
= np
.array([[1., 0.]]) # first component observed
170 R
= np
.array([1e-3]) # data variance
172 def run_augmented_kf(dat
,h2
=None,hours
=None, H
=H
, Q
=Q
, R
=R
):
176 hours
= int(dat
['hours'])
183 u
= np
.zeros((2,hours
))
184 u
[:,0]=[0.1,0.0] # initialize,background state
185 P
= np
.zeros((2,2,hours
))
186 P
[:,:,0] = np
.array([[1e-3, 0.],
187 [0., 1e-3]]) # background state covariance
188 # Q = np.array([[1e-3, 0.],
189 # [0, 1e-3]]) # process noise covariance
190 # H = np.array([[1., 0.]]) # first component observed
191 # R = np.array([1e-3]) # data variance
193 for t
in range(1,h2
):
194 # use lambda construction to pass additional arguments to the model
195 u
[:,t
],P
[:,:,t
] = ext_kf(u
[:,t
-1],P
[:,:,t
-1],
196 lambda uu
: model_augmented(uu
,Ed
[t
],Ew
[t
],rain
[t
],t
),
198 # print('time',t,'data',d[t],'filtered',u[0,t],'Ec',u[1,t])
199 for t
in range(h2
,hours
):
200 u
[:,t
],P
[:,:,t
] = ext_kf(u
[:,t
-1],P
[:,:,t
-1],
201 lambda uu
: model_augmented(uu
,Ed
[t
],Ew
[t
],rain
[t
],t
),
203 # print('time',t,'data',d[t],'forecast',u[0,t],'Ec',u[1,t])