Data assimilation using kalman filter techniques
Kalman filtering represents a powerful framework for solving data assimilation problems. Of interest here are the low-rank filters which are computationally efficient to solve large scale data assimilation problems. The low-rank filters are either based on factorization of the covariance matrix (R...
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| Date: | 2006 |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Інститут програмних систем НАН України
2006
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| Subjects: | |
| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/1581 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | Data assimilation using kalman filter techniques / G. Dimitriu, R. Cuciureanu // Проблеми програмування. — 2006. — N 2-3. — С. 688-693. — Бібліогр.: 5 назв. — англ. |
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Digital Library of Periodicals of National Academy of Sciences of Ukraine| Summary: | Kalman filtering represents a powerful framework for solving data assimilation problems. Of interest here are the low-rank filters which
are computationally efficient to solve large scale data assimilation problems. The low-rank filters are either based on factorization of the
covariance matrix (RRSQRT filter), or approximation of statistics from a finite ensemble (ENKF). A new direction in filter
implementation is the use of two filters next to each other of the same form or hybrid (POENKF). The factorization approach is based on
the linear Kalman filter which can be extended towards nonlinear models. In this paper, the background, implementation and performance
of some common used low-rank filters is discussed. Numerical results are presented. |
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