Assimilation Techniques (5): Approximate Kalman Filters and Singular Vectors
نویسنده
چکیده
منابع مشابه
Data assimilation into a Princeton Ocean Model of the Mediterranean Sea using advanced Kalman filters
This study investigates the effectiveness of the Singular Evolutive Extended Kalman filter (SEEK) and its variants (SEIK and SFEK filters) for data assimilation into a Princeton Ocean Model (POM) of the Mediterranean Sea. The SEEK filters are suboptimal Kalman filters based on the approximation of the filter's error covariance matrices by singular low-rank matrices, reducing in this way extensi...
متن کاملApproximate Kalman Filters for Unstable Dynamics
1. INTRODUCTION A number of recent studies have made clear that rapid error growth in regions of baroclinic and barotropic instability is nonmodal, and therefore can generally be explained by the singular values and singular vectors, rather than the eigenvalues and eigenvectors, of the tangent linear dynamics (Farrell 1989; Trefethen et al. 1993). Modern four-dimensional (4D) data assimilation ...
متن کاملParallel filter algorithms for data assimilation in oceanography
A consistent systematic comparison of filter algorithms based on the Kalman filter and intended for data assimilation with high-dimensional nonlinear numerical models is presented. Considered are the Ensemble Kalman Filter (EnKF), the Singular Evolutive Extended Kalman (SEEK) filter, and the Singular Evolutive Interpolated (SEIK) filter. Within the two parts of this thesis, the filter algorithm...
متن کاملSOME ISSUES AND RESULTS ON THE EnKF AND PARTICLE FILTERS FOR METEOROLOGICAL MODELS
In this paper we examine the links between Ensemble Kalman Filters (EnKF) and Particle Filters (PF). EnKF can be seen as a Mean-Field process with a PF approximation. We explore the problem of dimensionality on a toy model. To by-pass this difficulty, we suggest using Local Particle Filters (LPF) to catch nonlineartity and feed larger scale EnKF. To go one step forward we conclude with a real a...
متن کاملA simplified reduced order Kalman filtering and application to altimetric data assimilation in Tropical Pacific
Several studies have demonstrated the effectiveness of the singular evolutive extended Kalman (SEEK) filter and its interpolated variant called singular evolutive interpolated Kalman (SEIK) filter in their capacity to assimilate altimetric data into ocean models. However, these filters remain expensive for real operational assimilation. The purpose of this paper is to develop degraded forms of ...
متن کامل