Analysis of a localised nonlinear ensemble Kalman Bucy filter with complete and accurate observations
نویسندگان
چکیده
منابع مشابه
Assimilating non-local observations with a local ensemble Kalman filter
Many ensemble data assimilation schemes utilize spatial localization so that a small ensemble can capture the unstable degrees of freedom in the model state. These local ensemble-based schemes typically allow the analysis at a given location to depend only on observations near that location. Meanwhile, the location of satellite observations cannot be pinpointed in the same manner as conventiona...
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This paper discusses an important issue related to the implementation and interpretation of the analysis scheme in the ensemble Kalman filter. It is shown that the observations must be treated as random variables at the analysis steps. That is, one should add random perturbations with the correct statistics to the observations and generate an ensemble of observations that then is used in updati...
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A modification scheme to the ensemble Kalman filter (EnKF) is introduced based on the concept of the unscented transform (Julier et al., 2000; Julier and Uhlmann, 2004), which therefore will be called the ensemble unscented Kalman filter (EnUKF) in this work. When the error distribution of the analysis is symmetric (not necessarily Gaussian), it can be shown that, compared to the ordinary EnKF,...
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ژورنال
عنوان ژورنال: Nonlinearity
سال: 2020
ISSN: 0951-7715,1361-6544
DOI: 10.1088/1361-6544/ab8d14