메뉴 건너뛰기




Volumn 237, Issue 8, 2008, Pages 1021-1028

Unbiased ensemble square root filters

Author keywords

Data assimilation; Ensemble

Indexed keywords

COVARIANCE MATRIX; KALMAN FILTERS; MATHEMATICAL MODELS; STATE ESTIMATION;

EID: 43049140484     PISSN: 01672789     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physd.2008.01.005     Document Type: Article
Times cited : (122)

References (26)
  • 1
    • 0035655814 scopus 로고    scopus 로고
    • An ensemble adjustment Kalman filter for data assimilation
    • J.L. Anderson An ensemble adjustment Kalman filter for data assimilation Mon. Weather Rev. 129 2001 2884 2903
    • (2001) Mon. Weather Rev. , vol.129 , pp. 2884-2903
    • Anderson, J.L.1
  • 2
    • 0033500692 scopus 로고    scopus 로고
    • A Monte Carlo implementation of the nonlinear filtering problem to produce ensemble assimilations and forecasts
    • J.L. Anderson S.L. Anderson A Monte Carlo implementation of the nonlinear filtering problem to produce ensemble assimilations and forecasts Mon. Weather Rev. 127 1999 2741 2758
    • (1999) Mon. Weather Rev. , vol.127 , pp. 2741-2758
    • Anderson, J.L.1    Anderson, S.L.2
  • 3
    • 0003701779 scopus 로고
    • Statistics: A Guide to the Use of Statistical Methods in the Physical Sciences
    • R.J. Barlow Statistics: A Guide to the Use of Statistical Methods in the Physical Sciences 1989 John Wiley & Sons Ltd. Chichester
    • (1989)
    • Barlow, R.J.1
  • 4
    • 0035270690 scopus 로고    scopus 로고
    • Adaptive sampling with the ensemble transform Kalman filter. Part I: Theoretical aspects
    • C.H. Bishop B.J. Etherton S.J. Majumdar Adaptive sampling with the ensemble transform Kalman filter. Part I: Theoretical aspects Mon. Weather Rev. 129 2001 420 436
    • (2001) Mon. Weather Rev. , vol.129 , pp. 420-436
    • Bishop, C.H.1    Etherton, B.J.2    Majumdar, S.J.3
  • 7
    • 0028193070 scopus 로고
    • Sequential data assimilation with a nonlinear quasi-geostrophic model using Monte Carlo methods to forecast error statistics
    • G. Evensen Sequential data assimilation with a nonlinear quasi-geostrophic model using Monte Carlo methods to forecast error statistics J. Geophys. Res. 99 1994 10143 10162
    • (1994) J. Geophys. Res. , vol.99 , pp. 10143-10162
    • Evensen, G.1
  • 8
    • 84884550570 scopus 로고    scopus 로고
    • The Ensemble Kalman Filter: Theoretical formulation and practical implementation
    • G. Evensen The Ensemble Kalman Filter: Theoretical formulation and practical implementation Ocean Dyn. 53 2003 343 367
    • (2003) Ocean Dyn. , vol.53 , pp. 343-367
    • Evensen, G.1
  • 9
    • 10844229034 scopus 로고    scopus 로고
    • Sampling strategies and square root analysis schemes for the EnKF
    • G. Evensen Sampling strategies and square root analysis schemes for the EnKF Ocean Dyn. 54 2004 539 560
    • (2004) Ocean Dyn. , vol.54 , pp. 539-560
    • Evensen, G.1
  • 10
    • 33750502680 scopus 로고    scopus 로고
    • Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter variants
    • R. Furrer T. Bengtsson Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter variants J. Multivariate Anal. 98 2007 227 255
    • (2007) J. Multivariate Anal. , vol.98 , pp. 227-255
    • Furrer, R.1    Bengtsson, T.2
  • 11
    • 85120286259 scopus 로고
    • A. Gelb Applied Optimal Estimation 1974 The M.I.T. Press 374 pp
    • (1974)
  • 12
    • 0004236492 scopus 로고    scopus 로고
    • Matrix Computations
    • G.H. Golub C.F. Van Loan Matrix Computations 3rd ed. 1996 The Johns Hopkins University Press 694 pp
    • (1996)
    • Golub, G.H.1    Van Loan, C.F.2
  • 13
    • 0035506430 scopus 로고    scopus 로고
    • Distance-dependent filtering of background error covariance estimates in an Ensemble Kalman Filter
    • T.M. Hamill J.S. Whitaker C. Snyder Distance-dependent filtering of background error covariance estimates in an Ensemble Kalman Filter Mon. Weather Rev. 129 2001 2776 2790
    • (2001) Mon. Weather Rev. , vol.129 , pp. 2776-2790
    • Hamill, T.M.1    Whitaker, J.S.2    Snyder, C.3
  • 14
    • 0032024819 scopus 로고    scopus 로고
    • Data assimilation using an ensemble Kalman filter technique
    • P.L. Houtekamer H.L. Mitchell Data assimilation using an ensemble Kalman filter technique Mon. Weather Rev. 126 1998 796 811
    • (1998) Mon. Weather Rev. , vol.126 , pp. 796-811
    • Houtekamer, P.L.1    Mitchell, H.L.2
  • 15
    • 34248675795 scopus 로고    scopus 로고
    • Efficient data assimilation for spatiotemporal chaos: A local ensemble transform Kalman filter
    • B.R. Hunt E.J. Kostelich I. Szunyogh Efficient data assimilation for spatiotemporal chaos: A local ensemble transform Kalman filter Physica D 230 2007 112 126
    • (2007) Physica D , vol.230 , pp. 112-126
    • Hunt, B.R.1    Kostelich, E.J.2    Szunyogh, I.3
  • 16
    • 0003440756 scopus 로고
    • Stochastic Processes and Filtering Theory
    • A.H. Jazwinski Stochastic Processes and Filtering Theory 1970 Academic Press 376 pp
    • (1970)
    • Jazwinski, A.H.1
  • 17
    • 43049145131 scopus 로고    scopus 로고
    • The impact of ensemble filter definition on the assimilation of temperature profiles in the tropical pacific
    • O. Leeuwenburgh G. Evensen L. Bertino The impact of ensemble filter definition on the assimilation of temperature profiles in the tropical pacific Q. J. R. Meteorol. Soc. 131 2005 3291 3300
    • (2005) Q. J. R. Meteorol. Soc. , vol.131 , pp. 3291-3300
    • Leeuwenburgh, O.1    Evensen, G.2    Bertino, L.3
  • 18
    • 85120275612 scopus 로고    scopus 로고
    • D.M. Livings, Aspects of the ensemble Kalman filter, Master’s Thesis, University of Reading, 2005
  • 19
    • 85120276466 scopus 로고    scopus 로고
    • D.M. Livings, S.L. Dance, N.K. Nichols, Unbiased ensemble square root filters, Numerical Analysis Report 06/06, University of Reading Mathematics Dept. Available from: http://www.maths.rdg.ac.uk/research/publications/publications.asp , 2006
  • 20
    • 0347709927 scopus 로고    scopus 로고
    • The potential of the ensemble Kalman filter for NWP, a comparison with 4D-Var
    • A.C. Lorenc The potential of the ensemble Kalman filter for NWP, a comparison with 4D-Var Q. J. R. Meteorol. Soc. 129 2003 3183 3203
    • (2003) Q. J. R. Meteorol. Soc. , vol.129 , pp. 3183-3203
    • Lorenc, A.C.1
  • 22
    • 0003868214 scopus 로고
    • Introduction to Matrix Computations
    • G.W. Stewart Introduction to Matrix Computations 1973 Academic Press 442 pp
    • (1973)
    • Stewart, G.W.1
  • 24
    • 3943069649 scopus 로고    scopus 로고
    • Which is better, an ensemble of positive–negative pairs or a centered spherical simplex ensemble?
    • X. Wang C.H. Bishop S.J. Julier Which is better, an ensemble of positive–negative pairs or a centered spherical simplex ensemble? Mon. Weather Rev. 132 2004 1590 1605
    • (2004) Mon. Weather Rev. , vol.132 , pp. 1590-1605
    • Wang, X.1    Bishop, C.H.2    Julier, S.J.3
  • 25
    • 0036646009 scopus 로고    scopus 로고
    • Ensemble data assimilation without perturbed observations
    • J.S. Whitaker T.M. Hamill Ensemble data assimilation without perturbed observations Mon. Weather Rev. 130 2002 1913 1924
    • (2002) Mon. Weather Rev. , vol.130 , pp. 1913-1924
    • Whitaker, J.S.1    Hamill, T.M.2
  • 26
    • 24944523803 scopus 로고    scopus 로고
    • Maximum likelihood ensemble filter: Theoretical aspects
    • M. Zupanski Maximum likelihood ensemble filter: Theoretical aspects Mon. Weather Rev. 133 2005 1710 1726
    • (2005) Mon. Weather Rev. , vol.133 , pp. 1710-1726
    • Zupanski, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.