TECHNICAL PAPERS
Jul 1, 1999

Recursive System Identification for Real-Time Sewer Flow Forecasting

Publication: Journal of Hydrologic Engineering
Volume 4, Issue 3

Abstract

On-line sewer flow forecasting is simulated in this study using an autoregressive transfer function rainfall-runoff model and a recursive procedure for parameter estimation. Reliable off-line estimates of the model parameters are assumed to be unavailable. Three recursive estimation algorithms are used: the time-invariant and time-varying versions of the recursive least-squares algorithm, and the Kalman filter interpretation of this algorithm. The sensitivity of the forecasting accuracy to the model order and to the initial conditions of the algorithm is studied using sewer flow data from the Milwaukee Metropolitan Sewerage District. It is observed that increasing the number of model parameters does not automatically improve the on-line forecasting results, although it does improve the off-line results. Also, the asymptotic properties of the recursive estimates appear to be better for the low-order models. It is observed that using the off-line identification results as the initial conditions for the recursive procedure produces more accurate forecasts than the (unreliable) model identified off-line without parameter updating. Forecasting results achieved using the time-invariant recursive least-squares algorithm are compared with those obtained for the time-varying approaches.

Get full access to this article

View all available purchase options and get full access to this article.

References

1.
Akaike, H. (1972). “Information theory and an extension of the maximum likelihood principal.” Proc., 2nd Int. Symp. Information Theory, Supplement to Problems of Control and Information Theory, 267–281.
2.
Apollov, B. A., Kalinin, G. P., and Komarov, V. D. (1974). Hydrological forecasting. Hydrometeoizdat, Leningrad, Russia (in Russian).
3.
Åström, K. J., and Eykhoff, P. (1971). “System identification—A survey.” Automatica, 7(4), 123–167.
4.
Åström, K. J., and Wittenmark, B. (1971). “Problems of identification and control.” J. Math. Anal. and Applications, 34(3), 90–113.
5.
Bras, R. L., and Rodriguez-Iturbe, I. (1985). Random functions and hydrology. Addison-Wesley, Reading, Mass.
6.
Capodaglio, A. G., Zheng, S., Novotny, V., and Feng, X. (1990). “Stochastic system identification of sewer flow models.”J. Envir. Engrg., ASCE, 116(2), 284–298.
7.
Cooper, D. M., and Wood, E. F. (1982). “Parameter estimation of multiple input-output time series models: Application to rainfall-runoff processes.” Water Resour. Res., 18(5), 1352–1364.
8.
DeKeyser R. M. C., and Van Cauwenberghe, A. R. (1980). “A self-tuning predictor as operator guide.” Proc., 5th Int. Fedn. Automatic Control (IFAC) Symp. on Identification and Sys. Parameter Estimation, Pergamon, Oxford, England, 1249–1256.
9.
Hino, M. (1973). “Runoff forecast by linear predictive filter.”J. Hydr. Div., ASCE, 96(3), 681–707.
10.
Kalman, R. E., and Bucy, R. S. (1961). “New results in linear filtering and prediction theory.” J. Basic Engrg., Ser. D, 83(1), 95–108.
11.
Kitanidis, P. K., and Bras, R. L. (1979). “Collinearity and stability in the estimation of rainfall-runoff model parameters.” J. Hydro., Amsterdam, 42(12), 91–108.
12.
Kitanidis, P. K., and Bras, R. L. (1980). “Real-time forecasting with a conceptual hydrologic model. I: Analysis of uncertainty.” Water Resour. Res., 16(6), 1025–1033.
13.
Klemeš, V. (1986). “Dilettantism in hydrology: Transition or destiny?” Water Resour. Res., 22(9), 177S–188S.
14.
Ljung, L. (1987). System identification: Theory for the user. Prentice-Hall, Englewood Cliffs, N.J.
15.
Ljung, L., and Söderström, T. (1986). Theory and practice of recursive identification. MIT Press, Cambridge, Mass.
16.
Novotny, V., and Olem, H. (1994). Water quality: prevention, identification and management of diffuse pollution. Van Nostrand Reinhold, New York.
17.
Novotny, V., and Zheng, S. (1989). “Rainfall-runoff transfer function by ARMA modeling.”J. Hydr. Engrg., ASCE, 115(10), 1386–1400.
18.
O'Connell, P. E., and Clarke, R. T. (1981). “Adaptive hydrological forecasting—A review.” Hydro. Sci. Bull., 26(2), 179–205.
19.
Pandit, S. M., and Wu, S. M. (1983). Time series and system analysis with applications. Wiley, New York.
20.
Patry, G. G. (1986). “Operational algorithms for application in real-time control of combined sewer systems.” Proc., NATO Advanced Res. Workshop on Urban Runoff Pollution, Springer, Berlin, 843–868.
21.
Patry, G. G., and Mariño, M. A. (1984). “Parameter identification of time-varying noisy difference equations for real-time urban runoff forecasting.” J. Hydro., Amsterdam, 72(1/4), 25–55.
22.
Rajaram, H., and Georgakakos, K. P. (1989). “Recursive parameter estimation of hydrologic models.” Water Resour. Res., 25(2), 281–294.
23.
Schilling, W. (1989). “Real-time control of urban drainage systems—The state-of-the art.” Sci. Tech. Rep. No. 2, IAWPRC.
24.
Todini, E. (1978). “Using a desk-top computer for an on-line flood warning system.” IBM J. Res. Devel., 22(5), 464–471.
25.
Wood, E. F., and O'Connell, P. E. (1985). “Real-time forecasting.” Hydrological forecasting, M. G. Anderson and T. P. Burt, eds., Wiley, New York.
26.
Wood, E. F., and Szöllösi-Nagy, A. (1978). “An adaptive algorithm for analyzing short-term structural and parameter changes in hydrologic prediction models.” Water Resour. Res., 14(4), 577–581.

Information & Authors

Information

Published In

Go to Journal of Hydrologic Engineering
Journal of Hydrologic Engineering
Volume 4Issue 3July 1999
Pages: 280 - 287

History

Received: Mar 17, 1997
Published online: Jul 1, 1999
Published in print: Jul 1999

Permissions

Request permissions for this article.

Authors

Affiliations

Sr. Res., Water Problems Inst. of Russian Acad. Sci., 3 Gubkina, 117333, Moscow, Russia.
Adjunct Asst. Prof., Dept. of Civ. and Envir. Engrg., Marquette Univ., Milwaukee, WI 53201-1881.
Prof., Dept. of Civ. and Envir. Engrg., Marquette Univ., Milwaukee, WI.

Metrics & Citations

Metrics

Citations

Download citation

If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download.

Cited by

View Options

Get Access

Access content

Please select your options to get access

Log in/Register Log in via your institution (Shibboleth)
ASCE Members: Please log in to see member pricing

Purchase

Save for later Information on ASCE Library Cards
ASCE Library Cards let you download journal articles, proceedings papers, and available book chapters across the entire ASCE Library platform. ASCE Library Cards remain active for 24 months or until all downloads are used. Note: This content will be debited as one download at time of checkout.

Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
ASCE Library Card (5 downloads)
$105.00
Add to cart
ASCE Library Card (20 downloads)
$280.00
Add to cart
Buy Single Article
$35.00
Add to cart

Get Access

Access content

Please select your options to get access

Log in/Register Log in via your institution (Shibboleth)
ASCE Members: Please log in to see member pricing

Purchase

Save for later Information on ASCE Library Cards
ASCE Library Cards let you download journal articles, proceedings papers, and available book chapters across the entire ASCE Library platform. ASCE Library Cards remain active for 24 months or until all downloads are used. Note: This content will be debited as one download at time of checkout.

Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
ASCE Library Card (5 downloads)
$105.00
Add to cart
ASCE Library Card (20 downloads)
$280.00
Add to cart
Buy Single Article
$35.00
Add to cart

Media

Figures

Other

Tables

Share

Share

Copy the content Link

Share with email

Email a colleague

Share