Tracking of time-evolving sound speed profiles in shallow water using an ensemble Kalman-particle filter

This paper presents a tracking technique for performing sequential geoacoustic inversion monitoring range-independent environmental parameters in shallow water. The inverse problem is formulated in a state-space model with a state equation for the time-evolving sound speed profile (SSP) and a measurement equation that incorporates acoustic measurements via a hydrophone array. The particle filter (PF) is an ideal algorithm to perform tracking of environmental parameters for nonlinear systems with non-Gaussian probability densities. However, it has the problem of the mismatch between the proposal distribution and the a posterior probability distribution (PPD). The ensemble Kalman filter (EnKF) can obtain the PPD based on the Bayes theorem. A tracking algorithm improves the performance of the PF by employing the PPD of the EnKF as the proposal distribution of the PF. Tracking capabilities of this filter, the EnKF and the PF are compared with synthetic acoustic pressure data and experimental SSP data. Simulation results show the proposed method enables the continuous tracking of the range-independent SSP and outperforms the PF and the EnKF. Moreover, the complexity analysis is performed, and the computational complexity of the proposed method is greatly increased because of the combination of the PF and the EnKF. (C) 2013 Acoustical Society of America. [http://dx.doi.org/10.1121/1.4790354]