Applying sequential Monte Carlo methods into a distributed hydrologic model: lagged particle filtering approach with regularization

Applications of data assimilation techniques have been widely used to improve hydrologic prediction. Among various data assimilation techniques, sequential Monte Carlo (SMC) methods, known as "particle filters", provide the capability to handle non-linear and non-Gaussian state-space models. In this paper, we propose an improved particle filtering approach to consider different response time of internal state variables in a hydrologic model. The proposed method adopts a lagged filtering approach to aggregate model response until uncertainty of each hydrologic process is propagated. The regularization with an additional move step based on Markov chain Monte Carlo (MCMC) is also implemented to preserve sample diversity under the lagged filtering approach. A distributed hydrologic model, WEP is implemented for the sequential data assimilation through the updating of state variables. Particle filtering is parallelized and implemented in the multi-core computing environment via open message passing interface (MPI). We compare performance results of particle filters in terms of model efficiency, predictive QQ plots and particle diversity. The improvement of model efficiency and the preservation of particle diversity are found in the lagged regularized particle filter.