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Journal of Hydrology, 59 (1982) 148 1 Elsevier Scientific Publishing Company, Amsterdam — Printed in The Netherlands (3) DERIVATION OF DISCRETELY COINCIDENT FORMS OF CONTINUOUS LINEAR TIME-INVARIANT MODELS USING THE ‘TRANSFER FUNCTION APPROACH KIERAN M. O'CONNOR, Department of Engineering Hydrology, University College, Galway (Ireland) (Received May 1, 1981; revised and accepted October 1, 1981) ABSTRACT O'Connor, K.M., 1982. Derivation of discretely coincident forms of continuous linear time-invariant models using the transfer function approach. J. Hydrol., 59: 1-48. ‘Three discrete forms of the continuous models are discussed, namely, finite-difference approximations, discretely coincident forms and discrete analogies. The transfer function approach to the derivation of discretely coincident forms of continuous models is devel- oped. The Muskingum flood-outing model, the cascade of equal linear reservoirs and simple cascades of unequal direct and inverse elements are used as examples to demon- strate the method. The significance of the discretely coincident forms of continuous models in the interpretation of the discrete stochastic models of time series analysis is also examined. INTRODUCTION The aim of the present paper is to describe mathematically the transform (transfer function) method for deriving the “discretely coincident” forms of some of the classic linear time-invariant parameteric models of deterministic hydrology. In addition, an attempt is made to put these discretely coincident forms in their proper perspective in relation to alternative discrete forms of the same continuous models when only sampled values of the input and output functions are available. Finally, risking an assault by the protagonists of both the deterministic and stochastic camps in hydrology, the role of the discretely coincident forms of the continuous models in the interpretation of the classic discrete linear models of stochastic time series analysis is examined. This is prompted not merely by the analogy in mathematical formulations but by the fact that, despite the differing objectives of the deterministic and stochastic approaches, the transformation of a “white-noise” input by a linear model may be inter- preted as a special case of a more general (non-white) input to the same model. The system itself is unaffected by the whiteness, or otherwise, of the 0022-1694/82/0000-0000/$02.75 © 1982 Elsevier Scientific Publishing Company 2 input. While not necessarily the “missing link”, this is the common ground between the two approaches and as such deserves some attention. The term ‘discretely coincident”, as used in this paper, refers to the relationship which exists between a discrete time series and a continuous time function which coincide at discrete intervals. A discrete and a con- tinuous system are said to be discretely coincident when the outputs corre- sponding to discretely coincident inputs are themselves discretely coincident. As the continuous form of system is the logical starting point in seeking a unique discrete form which is discretely coincident with it, this particular derived discrete form is referred to in this paper as the discretely coincident form (or the DCF) of the continuous system. Only the case of linear time- invariant systems is considered, To derive the DCF of a continuous system, for any given data interval T, certain assumptions must be made concerning the nature of the input function over each data interval 7. Different assumptions or restrictions on the form of the input function result in different DCF's for the same continuous system. For instance, it will be shown that the DCF of a con- tinuous linear reservoir model for a histogram-type (pulsed) input func- tion is different from that derived for an input function produced by linear interpolation for the same data interval T on the same reservoir model. Box and Jenkins (1970), for example, considered the discretely coincident forms of first- and second-order linear differential equations for the special case of pulsed inputs, that is, where the input function is held (or considered to be) constant from one sampling point to the next. Normally, the chosen sampling interval 7’ is itself constant, In the terminology of sampled-data control systems, this pulsed form of input is often referred to as a “‘sample- and-hold” input (Kuo, 1970). It is almost half a century since Sherman (1932) introduced the discrete nonparametric unit hydrograph and Zoch (1934, 1936, 1937) introduced the continuous parametric (linear reservoir) model, ushering in the era of linear deterministic hydrology. Although streamflow, the output of a storage system, is by nature continuous, it is normally sampled at discrete intervals of time. Traditionally, rainfall records consist of volumes averaged over equal intervals of time and are normally considered as peace-wise continuous functions having discontinuities only at the sampling points. Oddly enough, in retrospect, almost all of the classic models of input—output hydrology are continuous in form while the data used for calibrating, proving and applying these models are always discrete. To resolve this dilemma, the models have to be discretised in some manner. For a review of the linear theory of deterministic hydrologic systems, see Dooge (1973, 1977) and for the stochastic modelling of hydrologic time series see Salas et al. (1980). For a philosophical and detailed analy- sis of the physical basis of stochastic hydrologic processes, see Kleme3 (1978). 3 DISCRETELY COINCIDENT LINEAR TIME-VARIANT SYSTEMS: THE NONPARA- METRIC CASE If h(0,t) is defined as the unit impulse response (the IUH) of a con- tinuous linear time-invariant system, initially at rest, the the convolution integral: t t y(t) = f(r) x(t—1) dr = fx(r)-h@~n)-dr, for t>0 (1) a 3 describes the transformation of the input function x(t) into the output function y(t), where x (0) = y (0) = 0. Consider a histogram-type input (i.e. a series of pulses of duration T) as a peace-wise continuous function. For mathematical consistency with the use of the unilateral Laplace transform later in this paper, each discontinuity in the input function is defined as occurring not precisely at each sampling point t= mT, m=0,1,2,..., but immediately to the right of each such point, that is, at t = mT,. For example, as the system under consideration is initially at rest, the first pulse of constant intensity x, and duration T is defined by: x(0) = (tao = 0 x(t) =x for O

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