Título: | Adaptive ensemble Kalman filtering of non-linear systems |
Autores: |
Berry, Tyrus; George Mason University Sauer, Timothy |
Fecha: | 2013-01-16 |
Publicador: | Tellus A |
Fuente: |
Ver documento |
Tipo: | |
Tema: |
Data assimilation; Nonlinear Dynamics; Numerical Weather Prediction Data assimilation;nonlinear dynamics; Kalman filtering |
Descripción: | A necessary ingredient of an ensemble Kalman filter (EnKF) is covariance inflation, used to control filter divergence and compensate for model error. There is an on-going search for inflation tunings that can be learned adaptively. Early in the development of Kalman filtering, Mehra (1970, 1972) enabled adaptivity in the context of linear dynamics with white noise model errors by showing how to estimate the model error and observation covariances. We propose an adaptive scheme, based on lifting Mehra’s idea to the non-linear case, that recovers the model error and observation noise covariances in simple cases, and in more complicated cases, results in a natural additive inflation that improves state estimation. It can be incorporated into nonlinear filters such as the extended Kalman filter (EKF), the EnKF and their localised versions. We test the adaptive EnKF on a 40-dimensional Lorenz96 model and show the significant improvements in state estimation that are possible. We also discuss the extent to which such an adaptive filter can compensate for model error, and demonstrate the use of localisation to reduce ensemble sizes for large problems.Keywords: ensemble Kalman filter, data assimilation, non-linear dynamics, covariance inflation, adaptive filtering(Published: 2 July 2013)Citation: Tellus A 2013, 65, 20331, http://dx.doi.org/10.3402/tellusa.v65i0.20331 |
Idioma: | Inglés |
1 Swedish Meteorological Research 1939–1948 por Angström, Anders | 6 |
2 The Norwegian-Swedish-British Antarctic Expedition por W:son Ahlmann, Hans | 7 Ionospheric Effects of Solar Flares 1948: Preliminary Report No. 1 por Rydbeck, O. E. H.,Stranz, D. |
3 On the Dispersion of Planetary Waves in a Barotropic: Atmosphere por Rossby, C.-G. | 8 The Geochronology of the Deep Ocean Bed por Pettersson, Hans |
4 An Aerological Study of Large-Scale Atmospheric Disturbances por Nyberg, Alf | 9 Book Review por Björkdal, Erik |
5 | 10 The Trough-and-Ridge diagram por Hovmöller, Ernest |