Fast Implementations of the Kalman–Bucy Filter for Satellite Data Assimilation
نویسندگان
چکیده
منابع مشابه
An Ensemble Kalman Filter and Smoother for Satellite Data Assimilation
This paper proposes a methodology for combining satellite images with advection-diffusion models for interpolation and prediction of environmental processes. We propose a dynamic state-space model and an ensemble Kalman filter and smoothing algorithm for on-line and retrospective state estimation. Our approach addresses the high dimensionality, measurement bias, and nonlinearities inherent in s...
متن کاملMerging particle filter for sequential data assimilation
A new filtering technique for sequential data assimilation, the merging particle filter (MPF), is proposed. The MPF is devised to avoid the degeneration problem, which is inevitable in the particle filter (PF), without prohibitive computational cost. In addition, it is applicable to cases in which a nonlinear relationship exists between a state and observed data where the application of the ens...
متن کاملData Assimilation by Morphing Fast Fourier Transform Ensemble Kalman Filter for Precipitation Forecasts using Radar Images
The FFT EnKF takes advantage of the theory of random fields and the FFT to provide a good and cheap approximation of the state covariance with a very small ensemble. The method and predecessor components are explained and the method is extended to the case of observations given on a rectangular subdomain, suitable for assimilation of regional radar images into a weather model.
متن کاملThe Reduced Rank Transform Square Root Filter for Data Assimilation
During the last decade, several suboptimal filtering schemes for data assimilation have been proposed. One of these algorithms, which has succesfully been used in several applications, is the Reduced Rank Square Root filter. In this paper, a numerically more efficient variation, the Reduced Rank Transform Square Root filter, is introduced. A theoretical comparison of both filters is given and t...
متن کاملImproved Doppler Radar/Satellite Data Assimilation
Our goal is to develop a short-term high-resolution data assimilation capability that can provide the Navy with improved analyses and forecasts of atmospheric conditions with sufficient detail and accuracy for supporting the Navy mission in threat detection, weapons deployment, and weather safe operations. The data assimilation system will utilize all available weather data, such as Doppler rad...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Signal Processing Letters
سال: 2004
ISSN: 1070-9908
DOI: 10.1109/lsp.2003.821672