Download Data Assimilation: The Ensemble Kalman Filter by Geir Evensen PDF

By Geir Evensen

Data Assimilation comprehensively covers info assimilation and inverse equipment, together with either conventional nation estimation and parameter estimation. this article and reference specializes in quite a few renowned information assimilation equipment, corresponding to vulnerable and robust constraint variational equipment and ensemble filters and smoothers. it's established how the several tools will be derived from a typical theoretical foundation, in addition to how they vary and/or are on the topic of one another, and which homes symbolize them, utilizing a number of examples.

It provides the mathematical framework and derivations in a fashion that's universal for any self-discipline the place dynamics is merged with measurements. the math point is simple, even though it calls for wisdom of simple spatial facts, Bayesian records, and calculus of adaptations. Readers also will savour the advent to the mathematical equipment used and certain derivations, which will be effortless to persist with, are given in the course of the booklet. The codes utilized in a number of of the information assimilation experiments can be found on an online page.

The specialize in ensemble tools, comparable to the ensemble Kalman filter out and smoother, additionally makes it a great connection with the derivation, implementation and alertness of such suggestions. a lot new fabric, particularly concerning the formula and answer of mixed parameter and country estimation difficulties and the overall homes of the ensemble algorithms, is out there the following for the 1st time.

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Data Assimilation: The Ensemble Kalman Filter

Information Assimilation comprehensively covers information assimilation and inverse equipment, together with either conventional nation estimation and parameter estimation. this article and reference makes a speciality of quite a few renowned info assimilation equipment, corresponding to vulnerable and powerful constraint variational equipment and ensemble filters and smoothers.

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Additional resources for Data Assimilation: The Ensemble Kalman Filter

Example text

This was accounted for by the assimilation of the data. 5 15 45 30 15 20 25 30 Fig. 4. Example of an EnKF experiment for the Agulhas current system from Evensen and van Leeuwen (1996) In the experiment an ensemble size of 500 was used. The numerical grid consisted of two layers of 51 × 65 grid points, and the total number of unknowns was 6630, which is 13 times the number of ensemble members. The 500 ensemble members were sufficient to give a good representation of the gridded Geosat data and the space of possible model solutions.

26) can now be written entirely in terms of inner products as J [ψ] =< ψ f − ψ, ψ f − ψ > +(d− < ψ, r >)T W (d− < ψ, r >). e. < g, r >= 0. 60) Because of this identity the field g may be regarded as unobservable. 58) gives J [ψ a ] =< r T b + g, r T b + g > + (d− < ψ a , r >)T W (d− < ψ a , r >) = bT < r, r T > b + bT < r, g > + < g, r T > b+ < g, g > + (d− < ψ , r > −b < r, r > − < g, r >) f T T T × W (d− < ψ f , r > −bT < r, r T > − < g, r >). 47), we get the penalty function of the form J [ψ a ] = bT Rb+ < g, g > +(h − Rb)T W (h − Rb).

E. the measurement term, is constant in the integration with respect to x2 . 34) are verified for i = 1, . . 35) d − M(4) [ψ (x4 )] a dx1 dx2 = 0, or since this must be true for all δψ we must have f Wψψ (x1 , x2 ) ψ f (x2 ) − ψ a (x2 ) + MT (3) [δ(x1 − x3 )]W d − M(4) [ψ a (x4 )] = 0. 36) This is the Euler–Lagrange equation for the variational problem, of which the solution ψ a must be a minimum of J . f (x, x1 ) and integrate with respect to x1 . 34) we get the Euler–Lagrange equation of the form f ψ a (x) − ψ f (x) = MT (3) [Cψψ (x, x3 )]W d − M(4) [ψ4a ] .

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