The Square Root Information Increment Ensemble Filter

A deterministic formulation of the ensemble Kalman filter: an alternative to ensemble square root filters

The use of perturbed observations in the traditional ensemble Kalman filter (EnKF) results in a suboptimal filter behaviour, particularly for small ensembles. In this work, we propose a simple modification to the traditional EnKF that results in matching the analysed error covariance given by Kalman filter in cases when the correction is small; without perturbed observations. The proposed filte...

Score Evaluation Within the Extended Square-Root Information Filter

An iterative ensemble square root filter and tests with simulated radar data for stormscale data assimilation

An iterative procedure is designed to accelerate the ‘spin-up’ of ensemble square-root filter (EnSRF) data-assimilation cycles when starting from a poor initial ensemble. Referred to as the iterative EnSRF (iEnSRF), this iterative procedure follows the ‘running in place’ (RIP) concept developed for the local ensemble transform Kalman filter (LETKF) but because of algorithm differences is implem...

Class-AB Square Root Domain Filter

This paper presents a new class AB programmable square-root domain (SRD) filter. The main advantages of the proposed circuits are low power consumption, wide input dynamic range with small standby current and potential for low-voltage operation. Simulation results confirm the validity of the proposed design technique and the high performance of the proposed circuits. Key-Words: Square-root doma...

An Improved Square-Root Nyquist Shaping Filter

A Nyquist filter can have any odd symmetric taper as a transition between its pass band and stop band. The most well known taper is the raised cosine (RC) taper specified in most communication standards. The square root (SRRC) Nyquist filter formed from this prototype exhibits high spectral side lobe levels that fail to meet severe spectral mask requirements. This paper presents a SR Nyquist fi...