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A widely linear multichannel Wiener filter for wind prediction

Dowell, Jethro and Weiss, Stephan and Infield, David and Chandna, Swati (2014) A widely linear multichannel Wiener filter for wind prediction. In: 2014 IEEE Workshop on Statistical Signal Processing (SSP), 2014-06-29 - 2014-07-02, Australia.

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The desire to improve short-term predictions of wind speed and direction has motivated the development of a spatial covariance-based predictor in a complex valued multichannel structure. Wind speed and direction are modelled as the magnitude and phase of complex time series and measurements from multiple geographic locations are embedded in a complex vector which is then used as input to a multichannel Wiener prediction filter. Building on a C-linear cyclo-stationary predictor, a new widely linear filter is developed and tested on hourly mean wind speed and direction measurements made at 13 locations in the UK over 6 years. The new predictor shows a reduction in mean squared error at all locations. Furthermore it is found that the scale of that reduction strongly depends on conditions local to the measurement site.