메뉴 건너뛰기




Volumn 140, Issue 680, 2014, Pages 995-1004

Ensemble transform Kalman-Bucy filters

Author keywords

Ensemble kalman filter; Kalman bucy filter; Stiff ODE; Weight based formulations

Indexed keywords

COVARIANCE MATRIX; KALMAN FILTERS;

EID: 84899474520     PISSN: 00359009     EISSN: 1477870X     Source Type: Journal    
DOI: 10.1002/qj.2186     Document Type: Article
Times cited : (38)

References (38)
  • 2
    • 0035655814 scopus 로고    scopus 로고
    • An ensemble adjustment Kalman filter for data assimilation
    • Anderson JL. 2001. An ensemble adjustment Kalman filter for data assimilation. Mon. Weather Rev. 129: 2884-2903.
    • (2001) Mon. Weather Rev. , vol.129 , pp. 2884-2903
    • Anderson, J.L.1
  • 3
    • 77953029674 scopus 로고    scopus 로고
    • A localization technique for ensemble Kalman filters
    • Bergemann K, Reich S. 2010a. A localization technique for ensemble Kalman filters. Q. J. R. Meteorol. Soc. 136: 701-707.
    • (2010) Q. J. R. Meteorol. Soc , vol.136 , pp. 701-707
    • Bergemann, K.1    Reich, S.2
  • 4
    • 77957105914 scopus 로고    scopus 로고
    • A mollified ensemble Kalman filter
    • Bergemann K, Reich S. 2010b. A mollified ensemble Kalman filter. Q. J. R. Meteorol. Soc. 136: 1636-1643.
    • (2010) Q. J. R. Meteorol. Soc , vol.136 , pp. 1636-1643
    • Bergemann, K.1    Reich, S.2
  • 5
    • 84874607919 scopus 로고    scopus 로고
    • An ensemble Kalman-Bucy filter for continuous data assimilation
    • Bergemann K, Reich S. 2012. An ensemble Kalman-Bucy filter for continuous data assimilation. Meteorol. Z. 21: 213-219.
    • (2012) Meteorol. Z. , vol.21 , pp. 213-219
    • Bergemann, K.1    Reich, S.2
  • 6
    • 70349593851 scopus 로고    scopus 로고
    • Ensemble propagation and continuous matrix factorization algorithms
    • Bergemann K, Gottwald G, Reich S. 2009. Ensemble propagation and continuous matrix factorization algorithms. Q. J. R. Meteorol. Soc. 135: 1560-1572.
    • (2009) Q. J. R. Meteorol. Soc , vol.135 , pp. 1560-1572
    • Bergemann, K.1    Gottwald, G.2    Reich, S.3
  • 7
    • 0035270690 scopus 로고    scopus 로고
    • Adaptive sampling with the ensemble transform Kalman filter. Part I: Theoretical aspects
    • Bishop CH, Etherton BJ, Majumdar SJ. 2001. Adaptive sampling with the ensemble transform Kalman filter. Part I: Theoretical aspects. Mon. Weather Rev. 129: 420-436.
    • (2001) Mon. Weather Rev. , vol.129 , pp. 420-436
    • Bishop, C.H.1    Etherton, B.J.2    Majumdar, S.J.3
  • 10
    • 69749084907 scopus 로고    scopus 로고
    • Diagnosis of observation, background and analysis-error statistics in observation space
    • Desroziers G, Berre L, Chapnik B, Poli P. 2005. Diagnosis of observation, background and analysis-error statistics in observation space. Q. J. R. Meteorol. Soc. 131: 3385-3396.
    • (2005) Q. J. R. Meteorol. Soc , vol.131 , pp. 3385-3396
    • Desroziers, G.1    Berre, L.2    Chapnik, B.3    Poli, P.4
  • 12
    • 0031166563 scopus 로고    scopus 로고
    • Advanced data assimilation for strongly nonlinear dynamics
    • Evensen G. 1997. Advanced data assimilation for strongly nonlinear dynamics. Mon. Weather Rev. 125: 1342-1354.
    • (1997) Mon. Weather Rev , vol.125 , pp. 1342-1354
    • Evensen, G.1
  • 13
    • 0033023511 scopus 로고    scopus 로고
    • Construction of correlation functions in two and three dimensions
    • Gaspari G, Cohn SE. 1999. Construction of correlation functions in two and three dimensions. Q. J. R. Meteorol. Soc. 125: 723-757.
    • (1999) Q. J. R. Meteorol. Soc , vol.125 , pp. 723-757
    • Gaspari, G.1    Cohn, S.E.2
  • 16
    • 0032024819 scopus 로고    scopus 로고
    • Data assimilation using an ensemble Kalman filter technique
    • Houtekamer PL, Mitchell HL. 1998. Data assimilation using an ensemble Kalman filter technique. Mon. Weather Rev. 126: 796-811.
    • (1998) Mon. Weather Rev. , vol.126 , pp. 796-811
    • Houtekamer, P.L.1    Mitchell, H.L.2
  • 17
    • 34248675795 scopus 로고    scopus 로고
    • Efficient data assimilation for spatiotemporal chaos: A local ensemble transform Kalman filter
    • Hunt BR, Kostelich EJ, Szunyogh I. 2007. Efficient data assimilation for spatiotemporal chaos: A local ensemble transform Kalman filter. Physica D 230: 112-126.
    • (2007) Physica D , vol.230 , pp. 112-126
    • Hunt, B.R.1    Kostelich, E.J.2    Szunyogh, I.3
  • 18
    • 85024429815 scopus 로고
    • A new approach to linear filtering and prediction problems
    • Kalman RE. 1960. A new approach to linear filtering and prediction problems. Trans. of the ASME, J. Basic Eng. D 82: 35-45.
    • (1960) Trans. of the ASME, J. Basic Eng. D , vol.82 , pp. 35-45
    • Kalman, R.E.1
  • 20
    • 77957147455 scopus 로고    scopus 로고
    • Accelerating the spin-up of ensemble Kalman filtering
    • Kalnay E, Yang S-C. 2010. Accelerating the spin-up of ensemble Kalman filtering. Q. J. R. Meteorol. Soc. 136: 1644-1651.
    • (2010) Q. J. R. Meteorol. Soc , vol.136 , pp. 1644-1651
    • Kalnay, E.1    Yang, S.-C.2
  • 22
    • 34548750952 scopus 로고    scopus 로고
    • Response to the discussion on '4-D-Var or EnKF?' by Nils Gustafsson
    • Kalnay E, Li H, Miyoshi T, Yang S-C, Ballabrera-Poy J. 2007b. Response to the discussion on '4-D-Var or EnKF?' by Nils Gustafsson. Tellus 59A: 778-780.
    • (2007) Tellus , vol.59 A , pp. 778-780
    • Kalnay, E.1    Li, H.2    Miyoshi, T.3    Yang, S.-C.4    Ballabrera-Poy, J.5
  • 23
    • 66849124453 scopus 로고    scopus 로고
    • Simultaneous estimation of covariance inflation and observation errors within an ensemble Kalman filter
    • Li H, Kalnay E, Miyoshi T. 2009. Simultaneous estimation of covariance inflation and observation errors within an ensemble Kalman filter. Q. J. R. Meteorol. Soc. 135: 523-533.
    • (2009) Q. J. R. Meteorol. Soc , vol.135 , pp. 523-533
    • Li, H.1    Kalnay, E.2    Miyoshi, T.3
  • 24
    • 50949109536 scopus 로고    scopus 로고
    • Estimating observation impact without adjoint model in an ensemble Kalman filter
    • Liu JJ, Kalnay E. 2008. Estimating observation impact without adjoint model in an ensemble Kalman filter. Q. J. R. Meteorol. Soc. 134: 1327-1335.
    • (2008) Q. J. R. Meteorol. Soc , vol.134 , pp. 1327-1335
    • Liu, J.J.1    Kalnay, E.2
  • 25
    • 0000241853 scopus 로고
    • Deterministic nonperiodic flow
    • Lorenz EN. 1963. Deterministic nonperiodic flow. J. Atmos. Sci. 20: 130-141.
    • (1963) J. Atmos. Sci , vol.20 , pp. 130-141
    • Lorenz, E.N.1
  • 26
    • 0001846226 scopus 로고    scopus 로고
    • 'Predictability: A problem partly solved.'
    • Pp 1-18 in, September 1995, Reading, UK.
    • Lorenz EN. 1996. 'Predictability: A problem partly solved.' Pp 1-18 in Proc. ECMWF Seminar on Predictability, 4-8 September 1995, Reading, UK.
    • (1996) Proc. ECMWF Seminar on Predictability , pp. 4-8
    • Lorenz, E.N.1
  • 27
    • 20444468413 scopus 로고    scopus 로고
    • Designing chaotic models
    • Lorenz EN. 2005. Designing chaotic models. J. Atmos. Sci. 62: 1574-1587.
    • (2005) J. Atmos. Sci , vol.62 , pp. 1574-1587
    • Lorenz, E.N.1
  • 28
    • 0032004313 scopus 로고    scopus 로고
    • Optimal sites for supplementary weather observations: Simulation with a small model
    • Lorenz EN, Emanuel KA. 1998. Optimal sites for supplementary weather observations: Simulation with a small model. J. Atmos. Sci. 55: 399-414.
    • (1998) J. Atmos. Sci , vol.55 , pp. 399-414
    • Lorenz, E.N.1    Emanuel, K.A.2
  • 29
    • 0028554556 scopus 로고
    • Advanced data assimilation in strongly nonlinear dynamical systems
    • Miller RN, Ghil M, Gauthiez F. 1994. Advanced data assimilation in strongly nonlinear dynamical systems. J. Atmos. Sci. 51: 1037-1056.
    • (1994) J. Atmos. Sci , vol.51 , pp. 1037-1056
    • Miller, R.N.1    Ghil, M.2    Gauthiez, F.3
  • 31
    • 79954615574 scopus 로고    scopus 로고
    • The Gaussian approach to adaptive covariance inflation and its implementation with the local ensemble transform Kalman filter
    • Miyoshi T. 2011. The Gaussian approach to adaptive covariance inflation and its implementation with the local ensemble transform Kalman filter. Mon. Weather Rev. 139: 1519-1535.
    • (2011) Mon. Weather Rev. , vol.139 , pp. 1519-1535
    • Miyoshi, T.1
  • 32
    • 0037273134 scopus 로고    scopus 로고
    • Atmospheric simulations using a GCM with simplified physical parametrizations. I: Model climatology and variability in multi-decadal experiments
    • Molteni F. 2003. Atmospheric simulations using a GCM with simplified physical parametrizations. I: Model climatology and variability in multi-decadal experiments. Clim. Dyn. 20: 175-191.
    • (2003) Clim. Dyn , vol.20 , pp. 175-191
    • Molteni, F.1
  • 34
    • 84860414915 scopus 로고    scopus 로고
    • A Gaussian-mixture ensemble transform filter
    • Reich S. 2012. A Gaussian-mixture ensemble transform filter. Q. J. R. Meteorol. Soc. 138: 222-233.
    • (2012) Q. J. R. Meteorol. Soc , vol.138 , pp. 222-233
    • Reich, S.1
  • 37
    • 3943069649 scopus 로고    scopus 로고
    • Which is better, an ensemble of positive
    • negative pairs or a centered spherical simplex ensemble?.
    • Wang XG, Bishop CH, Julier SJ. 2004. Which is better, an ensemble of positivenegative pairs or a centered spherical simplex ensemble? Mon. Weather Rev. 132: 1590-1605.
    • (2004) Mon. Weather Rev , vol.132 , pp. 1590-1605
    • Wang, X.G.1    Bishop, C.H.2    Julier, S.J.3
  • 38
    • 84864854483 scopus 로고    scopus 로고
    • Handling nonlinearity in an ensemble Kalman filter: Experiments with the Three-Variable Lorenz model
    • Yang S-C, Kalnay E, Hunt B. 2012. Handling nonlinearity in an ensemble Kalman filter: Experiments with the Three-Variable Lorenz model. Mon. Weather Rev. 140: 2628-2646.
    • (2012) Mon. Weather Rev , vol.140 , pp. 2628-2646
    • Yang, S.-C.1    Kalnay, E.2    Hunt, B.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.