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An Approach to Parameter Estimation and Stochastic Control in Water Resources With an Application to Reservoir Operation
Author(s) -
Loaiciga Hugo A.,
Mariño Miguel A.
Publication year - 1985
Publication title -
water resources research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.863
H-Index - 217
eISSN - 1944-7973
pISSN - 0043-1397
DOI - 10.1029/wr021i011p01575
Subject(s) - convergence (economics) , mathematical optimization , estimation , expectation–maximization algorithm , estimation theory , computer science , maximization , state (computer science) , likelihood function , state space , flood control , state variable , maximum likelihood , mathematics , algorithm , flood myth , statistics , engineering , philosophy , physics , systems engineering , theology , economics , thermodynamics , economic growth
This paper presents an algorithm for the estimation of parameters in state‐space models that represent hydrologic processes in which the state variables are observed with error. The algorithm is based on the maximization of the conditional expectation of the likelihood function of the state equation. The estimation algorithm is numerically stable and guarantees local convergence under mild conditions. It is also shown that the estimation algorithm can be coupled with an optimal control method to yield a combined control estimation technique that can be easily implemented. An application of the theory and methods developed herein is given for flood routing via reservoir operation.