On stability of the partial singular value decomposition filter for stable and unstable dynamics
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چکیده
Stability of the Partial Singular Value Decomposition Filter (PSF) [1] for solving the filtering problems in high dimensional systems is studied from the point of view of the theory of reduced-order adaptive filters (ROAF) [2]. The question on modification of the structure of the PSF for adaptation purpose is also addressed. Numerical examples as well as twin-experiments for assimilation in the oceanic model MICOM using the satellite data are presented to illustrate the theory and the efficiency of the PSF.
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تاریخ انتشار 2000