Adaptive probabilistic collocation based Kalman filter for unsaturated flow problem

The ensemble Kalman filter (EnKF) has gained popularity in hydrological data assimilation problems. As a Monte Carlo based method, a relatively large ensemble size is usually required to guarantee the accuracy. As an alternative approach, the probabilistic collocation based Kalman filter (PCKF) employs the Polynomial Chaos to approximate the original system. In this way, the sampling error can be reduced. However, PCKF suffers from the so called "cure of dimensionality". When the system nonlinearity is strong and number of parameters is large, PCKF is even more computationally expensive than EnKF. Motivated by recent developments in uncertainty quantification, we propose a restart adaptive probabilistic collocation based Kalman filter (RAPCKF) for data assimilation in unsaturated flow problem. During the implementation of RAPCKF, the important parameters are identified and active PCE basis functions are adaptively selected. The "restart" technology is used to alleviate the inconsistency between model parameters and states. The performance of RAPCKF is tested by unsaturated flow numerical cases. It is shown that RAPCKF is more efficient than EnKF with the same computational cost. Compared with the traditional PCKF, the RAPCKF is more applicable in strongly nonlinear and high dimensional problems.