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<br />Ii <br /> <br />1 <br /> <br />computation problem, measurements are made only at specific times (not <br /> <br />continuously), and the measurements result only in estmates of ~i(tJ <br /> <br />(not of xl(t)). Thus ,the specific measurement equation is <br />z(t) = [0 1] [~l(t)] + v(t) <br />x2(tJ <br /> <br />(17) <br /> <br />1 <br /> <br />1 <br /> <br />1 <br /> <br />where z(t) is the measured discharge, ~V(t), minus the rated discharge, <br /> <br /> <br />qR(t) , at time t. Equation 17 is applicable only at the specific times <br /> <br /> <br />of the discharge measurements. Between measurements v(t) can be assumed <br /> <br />1 <br /> <br />I <br /> <br />to have infinite variance, which is the equivalent of no new information <br /> <br />I <br /> <br />being collected. <br />The proper use of Kalman-filtering techniques requires both w(t) and v(t) <br /> <br />I <br /> <br />be independent, Gaussian random variables. In the case of measurement error, <br /> <br />1 <br /> <br />v(t), this requirement probably is not violated grossly. On the other hand, <br /> <br />w(t) can be influenced by the choice of the parameters, aD and aI' that are <br />used to describe the time series model of x2(t). These two parameters must <br /> <br />be evaluated on their own merits at each site at which discharge accuracy <br /> <br />1 <br /> <br />I <br /> <br />is to be modeled by a Kalman filter. <br /> <br />As stated earlier, the primary interest of this study is the definition <br /> <br />I <br /> <br />of the variance of the error of estimate of Xl(l) as a function of the <br /> <br />frequency of discharge measurement. On the surface this would seem to <br /> <br />entail a classical implementation of optimal fixed-point smoothing as <br /> <br />described by Gelb (1974, p. 157). However, to perform optimal smoothing, <br /> <br />I <br /> <br />1 <br />I: <br /> <br />o <br /> <br />the system must be fully observable. The discharge-computation problem <br /> <br />does not meet this criterion because xl(t) is never measured directly. Its <br /> <br />error can be estimated only from that of =2(t). <br /> <br />I <br /> <br />1 <br /> <br />23 <br /> <br />I <br />