arXiv:2410.15982math.DScs.LG2024-10中稿 · publication in Pro…被引 5

用RNN从稀疏观测数据中学习最优核向量,提升动态系统状态估计精度。

State Estimation Using Sparse DEIM and Recurrent Neural Networks

  • 用递归神经网络从历史观测中学习S-DEIM的核向量
  • 相比忽略核向量的方法,相对误差降低42%至58%
  • 适用于无方程模型的复杂时空系统状态估计

针对仅能观测状态变量稀疏子集时的状态估计问题,稀疏离散经验插值法(S-DEIM)依赖数据同化算法推断核向量。然而该方法需已知动力系统控制方程,且无法保证收敛到最优核向量。本文提出一种无需方程的S-DEIM框架,利用循环神经网络(RNN)从稀疏观测时间序列中直接学习最优核向量。由于核向量需依赖历史信息,递归结构至关重要。在洛伦兹-96系统、库拉莫托-希瓦辛斯基方程和瑞利-贝纳德对流三个具有递增时空复杂度的数值案例中,即使采用简单的储备池计算网络,本方法仍可实现接近最优的状态估计。相较于将核向量设为零的Q-DEIM方法,相对误差降低了42%至58%。

原文摘要 · Abstract (English)

Sparse Discrete Empirical Interpolation Method (S-DEIM) was recently proposed for state estimation in dynamical systems when only a sparse subset of the state variables can be observed. The S-DEIM estimate involves a kernel vector whose optimal value is inferred through a data assimilation algorithm. This data assimilation step suffers from two drawbacks: (i) It requires the knowledge of the governing equations of the dynamical system, and (ii) It is not generally guaranteed to converge to the optimal kernel vector. To address these issues, here we introduce an equation-free S-DEIM framework that estimates the optimal kernel vector from sparse observational time series using recurrent neural networks (RNNs). We show that the recurrent architecture is necessary since the kernel vector cannot be estimated from instantaneous observations. But RNNs, which incorporate the past history of the observations in the learning process, lead to nearly optimal estimations. We demonstrate the efficacy of our method on three numerical examples with increasing degree of spatiotemporal complexity: a conceptual model of atmospheric flow known as the Lorenz-96 system, the Kuramoto-Sivashinsky equation, and the Rayleigh-Benard convection. In each case, the resulting S-DEIM estimates are satisfactory even when a relatively simple RNN architecture, namely the reservoir computing network, is used. More specifically, our RNN-based S-DEIM state estimations reduce the relative error between 42% and 58% when compared to Q-DEIM which ignores the kernel vector by setting it equal to zero.

状态估计RNNS-DEIM数据同化

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