Achieving comparable uncertainty estimates with Kalman filters or linear smoothers for bathymetry data

Abstract

This paper examines and contrasts two estimation methods, Kalman filtering and linear smoothing, for creating interpolated data products from bathymetry measurements. Using targeted examples, we demonstrate previously obscured behavior showing the dependence of linear smoothers on the spatial arrangement of the measurements, yielding markedly different estimation results than the Kalman filter. For bathymetry data, we have modified the variance estimates from both the Kalman filter and linear smoothers to obtain comparable estimators for dense data. These comparable estimators produce uncertainty estimates that have statistically insignificant differences via hypothesis testing. Achieving comparable estimation is accomplished by applying the “propagated uncertainty” concept and a numerical realization of Tobler's principle to the measurement data prior to the computation of the estimate. We show new mathematical derivations for these modifications. In addition, we show test results with (a) synthetic data and (b) gridded bathymetry in the area of the Scripps and La Jolla Canyons. Our tenfold cross‐validation for case (b) shows that the modified equations create comparable uncertainty for both gridding algorithms with null hypothesis acceptance rates of greater than 99.95% of the data points. In contrast, bilinear interpolation has 10 times the amount of rejection. We then discuss how the uncertainty estimators are, in principle, applicable to interpolate geophysical data other than bathymetry.

Document Details

Document Type
Pub Defense Publication
Publication Date
Jul 01, 2016
Source ID
10.1002/2015gc006239

Entities

People

  • Brian S. Bourgeois
  • Paul A Elmore
  • Samantha J. Zambo
  • William E. Avera

Organizations

  • Office of Naval Research
  • United States Naval Research Laboratory

Tags

Readers

  • Coastal Oceanography
  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Regression Analysis.