Distributed Particle Filters for Data Assimilation in Simulation of Large Scale Spatial Temporal Systems

Assimilating real time sensor into a running simulation model can improve simulation results for simulating large-scale spatial temporal systems such as wildfire, road traffic and flood. Particle filters are important methods to support data assimilation. While particle filters can work effectively with sophisticated simulation models, they have high computation cost due to the large number of particles needed in order to converge to the true system state. This is especially true for large-scale spatial temporal simulation systems that have high dimensional state space and high computation cost by themselves. To address the performance issue of particle filter-based data assimilation, this dissertation developed distributed particle filters and applied them to large-scale spatial temporal systems. We first implemented a particle filter-based data assimilation framework and carried out data assimilation to estimate system state and model parameters based on an application of wildfire spread simulation. We then developed advanced particle routing methods in distributed particle filters to route particles among the Processing Units (PUs) after resampling in effective and efficient manners. In particular, for distributed particle filters with centralized resampling, we developed two routing policies named minimal transfer particle routing policy and maximal balance particle routing policy. For distributed PF with decentralized resampling, we developed a hybrid particle routing approach that combines the global routing with the local routing to take advantage of both. The developed routing policies are evaluated from the aspects of communication cost and data assimilation accuracy based on the application of data assimilation for large-scale wildfire spread simulations. Moreover, as cloud computing is gaining more and more popularity; we developed a parallel and distributed particle filter based on Hadoop & MapReduce to support large-scale data assimilation. INDEX WORDS: Large-scale spatial temporal systems, Distributed particle filters, Routing and layout, Simulation performance, Hadoop & MapReduce. DISTRIBUTED PARTICLE FILTERS FOR LARGE-SCALE SPATIAL TEMPORAL SYSTEMS