Search
CSV
RISRobust Ensemble Filtering and Its Relation to Covariance Inflation in the Ensemble Kalman Filter
Publisher: American Meteorological Society
Abstract: robust ensemble filtering scheme based on the H∞ filtering theory is proposed. The optimal H∞ filter is derived by minimizing the supremum (or maximum) of a predefined cost function, a criterion different from the minimum ...
Ensemble Kalman Filtering with Residual Nudging: An Extension to State Estimation Problems with Nonlinear Observation Operators
Publisher: American Meteorological Society
Abstract: he ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an ...
Covariance Inflation in the Ensemble Kalman Filter: A Residual Nudging Perspective and Some Implications
Publisher: American Meteorological Society
Abstract: his article examines the influence of covariance inflation on the distance between the measured observation and the simulated (or predicted) observation with respect to the state estimate. In order for the aforementioned ...
Ensemble Kalman Filtering with a Divided State-Space Strategy for Coupled Data Assimilation Problems
Publisher: American Meteorological Society
Abstract: his study considers the data assimilation problem in coupled systems, which consists of two components (subsystems) interacting with each other through certain coupling terms. A straightforward way to tackle the assimilation ...
Particle Kalman Filtering: A Nonlinear Bayesian Framework for Ensemble Kalman Filters
Publisher: American Meteorological Society
Abstract: his paper investigates an approximation scheme of the optimal nonlinear Bayesian filter based on the Gaussian mixture representation of the state probability distribution function. The resulting filter is similar to the ...
An Efficient State–Parameter Filtering Scheme Combining Ensemble Kalman and Particle Filters
Publisher: American Meteorological Society
Abstract: AbstractThis work addresses the state?parameter filtering problem for dynamical systems with relatively large-dimensional state and low-dimensional parameters? vector. A Bayesian filtering algorithm combining the strengths ...
The Red Sea: A Natural Laboratory for Wind and Wave Modeling
Publisher: American Meteorological Society
Abstract: he Red Sea is a narrow, elongated basin that is more than 2000 km long. This deceivingly simple structure offers very interesting challenges for wind and wave modeling, not easily, if ever, found elsewhere. Using standard ...
An Adaptive Approach to Mitigate Background Covariance Limitations in the Ensemble Kalman Filter
Publisher: American Meteorological Society
Abstract: A new approach is proposed to address the background covariance limitations arising from undersampled ensembles and unaccounted model errors in the ensemble Kalman filter (EnKF). The method enhances the representativeness ...
Efficient Kernel-Based Ensemble Gaussian Mixture Filtering
Publisher: American Meteorological Society
Abstract: he Bayesian filtering problem for data assimilation is considered following the kernel-based ensemble Gaussian mixture filtering (EnGMF) approach introduced by Anderson and Anderson. In this approach, the posterior ...
Ensemble Kalman Filtering with One-Step-Ahead Smoothing
Publisher: American Meteorological Society
Abstract: AbstractThe ensemble Kalman filter (EnKF) is widely used for sequential data assimilation. It operates as a succession of forecast and analysis steps. In realistic large-scale applications, EnKFs are implemented with small ...