Calibration framework for a Kalman filter applied to a groundwater model

The paper presents a novel approach to the setup of a Kalman filter by using an automatic calibration framework for estimation of the covariance matrices. The calibration consists of two sequential steps: (1) Automatic calibration of a set of covariance parameters to optimize the performance of the system and (2) adjustment of the model and observation variance to provide an uncertainty analysis relying on the data instead of ad-hoc covariance values. The method is applied to a twin-test experiment with a groundwater model and a colored noise Kalman filter. The filter is implemented in an ensemble framework. It is demonstrated that lattice sampling is preferable to the usual Monte Carlo simulation because its ability to preserve the theoretical mean reduces the size of the ensemble needed. The resulting Kalman filter proves to be efficient in correcting dynamic error and bias over the whole domain studied. The uncertainty analysis provides a reliable estimate of the error in the neighborhood of assimilation points but the simplicity of the covariance models leads to underestimation of the errors far from assimilation points. (c) 2005 Elsevier Ltd. All rights reserved.