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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Бібліографічні деталі
Дата:2006
Автори: Dimitriu, G., Cuciureanu, R.
Формат: Стаття
Мова:English
Опубліковано: Інститут програмних систем НАН України 2006
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Онлайн доступ:https://nasplib.isofts.kiev.ua/handle/123456789/1581
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Назва журналу:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Цитувати:Data assimilation using kalman filter techniques / G. Dimitriu, R. Cuciureanu // Проблеми програмування. — 2006. — N 2-3. — С. 688-693. — Бібліогр.: 5 назв. — англ.

Репозитарії

Digital Library of Periodicals of National Academy of Sciences of Ukraine
id nasplib_isofts_kiev_ua-123456789-1581
record_format dspace
spelling Dimitriu, G.
Cuciureanu, R.
2008-08-26T13:22:57Z
2008-08-26T13:22:57Z
2006
Data assimilation using kalman filter techniques / G. Dimitriu, R. Cuciureanu // Проблеми програмування. — 2006. — N 2-3. — С. 688-693. — Бібліогр.: 5 назв. — англ.
1727-4907
https://nasplib.isofts.kiev.ua/handle/123456789/1581
004.75
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.
en
Інститут програмних систем НАН України
Прикладне програмне забезпечення
Data assimilation using kalman filter techniques
Article
published earlier
institution Digital Library of Periodicals of National Academy of Sciences of Ukraine
collection DSpace DC
title Data assimilation using kalman filter techniques
spellingShingle Data assimilation using kalman filter techniques
Dimitriu, G.
Cuciureanu, R.
Прикладне програмне забезпечення
title_short Data assimilation using kalman filter techniques
title_full Data assimilation using kalman filter techniques
title_fullStr Data assimilation using kalman filter techniques
title_full_unstemmed Data assimilation using kalman filter techniques
title_sort data assimilation using kalman filter techniques
author Dimitriu, G.
Cuciureanu, R.
author_facet Dimitriu, G.
Cuciureanu, R.
topic Прикладне програмне забезпечення
topic_facet Прикладне програмне забезпечення
publishDate 2006
language English
publisher Інститут програмних систем НАН України
format Article
description 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.
issn 1727-4907
url https://nasplib.isofts.kiev.ua/handle/123456789/1581
citation_txt Data assimilation using kalman filter techniques / G. Dimitriu, R. Cuciureanu // Проблеми програмування. — 2006. — N 2-3. — С. 688-693. — Бібліогр.: 5 назв. — англ.
work_keys_str_mv AT dimitriug dataassimilationusingkalmanfiltertechniques
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first_indexed 2025-11-30T16:11:10Z
last_indexed 2025-11-30T16:11:10Z
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