Download or read book The Error Covariance Matrix Inflation in Ensemble Kalman Filter written by Guocan Wu and published by . This book was released on 2018 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The estimation accuracy of ensemble forecast errors is crucial to the assimilation results for all ensemble-based schemes. The ensemble Kalman filter (EnKF) is a widely used scheme in land surface data assimilation, without using the adjoint of a dynamical model. In EnKF, the forecast error covariance matrix is estimated as the sampling covariance matrix of the ensemble forecast states. However, past researches on EnKF have found that it can generally lead to an underestimate of the forecast error covariance matrix, due to the limited ensemble size, as well as the poor initial perturbations and model error. This can eventually result in filter divergence. Therefore, using inflation to further adjust the forecast error covariance matrix becomes increasingly important. In this chapter, a new structure of the forecast error covariance matrix is proposed to mitigate the problems with limited ensemble size and model error. An adaptive procedure equipped with a second-order least squares method is applied to estimate the inflation factors of forecast and observational error covariance matrices. The proposed method is tested on the well-known atmosphere-like Lorenz-96 model with spatially correlated observational systems. The experiment results show that the new structure of the forecast error covariance matrix and the adaptive estimation procedure lead to improvement of the analysis states.
Download or read book Data Assimilation written by Geir Evensen and published by Springer Science & Business Media. This book was released on 2006-12-22 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book reviews popular data-assimilation methods, such as weak and strong constraint variational methods, ensemble filters and smoothers. The author shows how different methods can be derived from a common theoretical basis, as well as how they differ or are related to each other, and which properties characterize them, using several examples. Readers will appreciate the included introductory material and detailed derivations in the text, and a supplemental web site.
Download or read book Kalman Filters written by Ginalber Luiz Serra and published by BoD – Books on Demand. This book was released on 2018-02-21 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents recent issues on theory and practice of Kalman filters, with a comprehensive treatment of a selected number of concepts, techniques, and advanced applications. From an interdisciplinary point of view, the contents from each chapter bring together an international scientific community to discuss the state of the art on Kalman filter-based methodologies for adaptive/distributed filtering, optimal estimation, dynamic prediction, nonstationarity, robot navigation, global navigation satellite systems, moving object tracking, optical communication systems, and active power filters, among others. The theoretical and methodological foundations combined with extensive experimental explanation make this book a reference suitable for students, practicing engineers, and researchers in sciences and engineering.
Download or read book Nonlinear Data Assimilation written by Peter Jan Van Leeuwen and published by Springer. This book was released on 2015-07-22 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains two review articles on nonlinear data assimilation that deal with closely related topics but were written and can be read independently. Both contributions focus on so-called particle filters. The first contribution by Jan van Leeuwen focuses on the potential of proposal densities. It discusses the issues with present-day particle filters and explorers new ideas for proposal densities to solve them, converging to particle filters that work well in systems of any dimension, closing the contribution with a high-dimensional example. The second contribution by Cheng and Reich discusses a unified framework for ensemble-transform particle filters. This allows one to bridge successful ensemble Kalman filters with fully nonlinear particle filters, and allows a proper introduction of localization in particle filters, which has been lacking up to now.
Download or read book Data Assimilation written by Geir Evensen and published by Springer Science & Business Media. This book was released on 2009-08-17 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book reviews popular data-assimilation methods, such as weak and strong constraint variational methods, ensemble filters and smoothers. The author shows how different methods can be derived from a common theoretical basis, as well as how they differ or are related to each other, and which properties characterize them, using several examples. Readers will appreciate the included introductory material and detailed derivations in the text, and a supplemental web site.
Download or read book Data Assimilation Methods Algorithms and Applications written by Mark Asch and published by SIAM. This book was released on 2016-12-29 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: Data assimilation is an approach that combines observations and model output, with the objective of improving the latter. This book places data assimilation into the broader context of inverse problems and the theory, methods, and algorithms that are used for their solution. It provides a framework for, and insight into, the inverse problem nature of data assimilation, emphasizing why and not just how. Methods and diagnostics are emphasized, enabling readers to readily apply them to their own field of study. Readers will find a comprehensive guide that is accessible to nonexperts; numerous examples and diverse applications from a broad range of domains, including geophysics and geophysical flows, environmental acoustics, medical imaging, mechanical and biomedical engineering, economics and finance, and traffic control and urban planning; and the latest methods for advanced data assimilation, combining variational and statistical approaches.
Download or read book Land Surface Observation Modeling And Data Assimilation written by Shunlin Liang and published by World Scientific. This book was released on 2013-09-23 with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is unique in its ambitious and comprehensive coverage of earth system land surface characterization, from observation and modeling to data assimilation, including recent developments in theory and techniques, and novel application cases. The contributing authors are active research scientists, and many of them are internationally known leading experts in their areas, ensuring that the text is authoritative.This book comprises four parts that are logically connected from data, modeling, data assimilation integrating data and models to applications. Land data assimilation is the key focus of the book, which encompasses both theoretical and applied aspects with various novel methodologies and applications to the water cycle, carbon cycle, crop monitoring, and yield estimation.Readers can benefit from a state-of-the-art presentation of the latest tools and their usage for understanding earth system processes. Discussions in the book present and stimulate new challenges and questions facing today's earth science and modeling communities.
Download or read book Data Assimilation written by Kody Law and published by Springer. This book was released on 2015-09-05 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a systematic treatment of the mathematical underpinnings of work in data assimilation, covering both theoretical and computational approaches. Specifically the authors develop a unified mathematical framework in which a Bayesian formulation of the problem provides the bedrock for the derivation, development and analysis of algorithms; the many examples used in the text, together with the algorithms which are introduced and discussed, are all illustrated by the MATLAB software detailed in the book and made freely available online. The book is organized into nine chapters: the first contains a brief introduction to the mathematical tools around which the material is organized; the next four are concerned with discrete time dynamical systems and discrete time data; the last four are concerned with continuous time dynamical systems and continuous time data and are organized analogously to the corresponding discrete time chapters. This book is aimed at mathematical researchers interested in a systematic development of this interdisciplinary field, and at researchers from the geosciences, and a variety of other scientific fields, who use tools from data assimilation to combine data with time-dependent models. The numerous examples and illustrations make understanding of the theoretical underpinnings of data assimilation accessible. Furthermore, the examples, exercises and MATLAB software, make the book suitable for students in applied mathematics, either through a lecture course, or through self-study.
Download or read book Predictability of Weather and Climate written by Tim Palmer and published by Cambridge University Press. This book was released on 2014-07-10 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The topic of predictability in weather and climate has advanced significantly in recent years, both in understanding the phenomena that affect weather and climate and in techniques used to model and forecast them. This book, first published in 2006, brings together some of the world's leading experts on predicting weather and climate. It addresses predictability from the theoretical to the practical, on timescales from days to decades. Topics such as the predictability of weather phenomena, coupled ocean-atmosphere systems and anthropogenic climate change are among those included. Ensemble systems for forecasting predictability are discussed extensively. Ed Lorenz, father of chaos theory, makes a contribution to theoretical analysis with a previously unpublished paper. This well-balanced volume will be a valuable resource for many years. High-calibre chapter authors and extensive subject coverage make it valuable to people with an interest in weather and climate forecasting and environmental science, from graduate students to researchers.
Download or read book Dynamic Data Driven Applications Systems written by Frederica Darema and published by Springer Nature. This book was released on 2020-11-02 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the Third International Conference on Dynamic Data Driven Application Systems, DDDAS 2020, held in Boston, MA, USA, in October 2020. The 21 full papers and 14 short papers presented in this volume were carefully reviewed and selected from 40 submissions. They cover topics such as: digital twins; environment cognizant adaptive-planning systems; energy systems; materials systems; physics-based systems analysis; imaging methods and systems; and learning systems.
Download or read book Tests of an Ensemble Kalman Filter for Mesoscale and Regional scale Data Assimilation written by Zhiyong Meng and published by . This book was released on 2007 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation examines the performance of an ensemble Kalman filter (EnKF) implemented in a mesoscale model in increasingly realistic contexts from under a perfect model assumption and in the presence of significant model error with synthetic observations to real-world data assimilation in comparison to the three-dimensional variational (3DVar) method via both case study and month-long experiments. The EnKF is shown to be promising for future application in operational data assimilation practice. The EnKF with synthetic observations, which is implemented in the mesoscale model MM5, is very effective in keeping the analysis close to the truth under the perfect model assumption. The EnKF is most effective in reducing larger-scale errors but less effective in reducing errors at smaller, marginally resolvable scales. In the presence of significant model errors from physical parameterization schemes, the EnKF performs reasonably well though sometimes it can be significantly degraded compared to its performance under the perfect model assumption. Using a combination of different physical parameterization schemes in the ensemble (the so-called "multi-scheme" ensemble) can significantly improve filter performance due to the resulting better background error covariance and a smaller ensemble bias. The EnKF performs differently for different flow regimes possibly due to scale- and flow-dependent error growth dynamics and predictability. Real-data (including soundings, profilers and surface observations) are assimilated by directly comparing the EnKF and 3DVar and both are implemented in the Weather Research and Forecasting model. A case study and month-long experiments show that the EnKF is efficient in tracking observations in terms of both prior forecast and posterior analysis. The EnKF performs consistently better than 3DVar for the time period of interest due to the benefit of the EnKF from both using ensemble mean for state estimation and using a flow-dependent background error covariance. Proper covariance inflation and using a multi-scheme ensemble can significantly improve the EnKF performance. Using a multi-scheme ensemble results in larger improvement in thermodynamic variables than in other variables. The 3DVar system can benefit substantially from using a short-term ensemble mean for state estimate. Noticeable improvement is also achieved in 3DVar by including some flow dependence in its background error covariance.
Download or read book Optimal Filtering written by Brian D. O. Anderson and published by Courier Corporation. This book was released on 2012-05-23 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: Graduate-level text extends studies of signal processing, particularly regarding communication systems and digital filtering theory. Topics include filtering, linear systems, and estimation; discrete-time Kalman filter; time-invariant filters; more. 1979 edition.
Download or read book Data Assimilation for Atmospheric Oceanic and Hydrologic Applications Vol II written by Seon Ki Park and published by Springer Science & Business Media. This book was released on 2013-05-22 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains the most recent progress in data assimilation in meteorology, oceanography and hydrology including land surface. It spans both theoretical and applicative aspects with various methodologies such as variational, Kalman filter, ensemble, Monte Carlo and artificial intelligence methods. Besides data assimilation, other important topics are also covered including targeting observation, sensitivity analysis, and parameter estimation. The book will be useful to individual researchers as well as graduate students for a reference in the field of data assimilation.
Download or read book Atmospheric Data Analysis written by Roger Daley and published by Cambridge University Press. This book was released on 1993-11-26 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: Intended to fill a void in the atmospheric science literature, this self-contained text outlines the physical and mathematical basis of all aspects of atmospheric analysis as well as topics important in several other fields outside of it, including atmospheric dynamics and statistics.
Download or read book Stochastic Processes and Filtering Theory written by Andrew H. Jazwinski and published by Courier Corporation. This book was released on 2013-04-15 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well. Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probability theory and stochastic processes, the author introduces and defines the problems of filtering, prediction, and smoothing. He presents the mathematical solutions to nonlinear filtering problems, and he specializes the nonlinear theory to linear problems. The final chapters deal with applications, addressing the development of approximate nonlinear filters, and presenting a critical analysis of their performance.
Download or read book Probabilistic Robotics written by Sebastian Thrun and published by MIT Press. This book was released on 2005-08-19 with total page 668 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to the techniques and algorithms of the newest field in robotics. Probabilistic robotics is a new and growing area in robotics, concerned with perception and control in the face of uncertainty. Building on the field of mathematical statistics, probabilistic robotics endows robots with a new level of robustness in real-world situations. This book introduces the reader to a wealth of techniques and algorithms in the field. All algorithms are based on a single overarching mathematical foundation. Each chapter provides example implementations in pseudo code, detailed mathematical derivations, discussions from a practitioner's perspective, and extensive lists of exercises and class projects. The book's Web site, www.probabilistic-robotics.org, has additional material. The book is relevant for anyone involved in robotic software development and scientific research. It will also be of interest to applied statisticians and engineers dealing with real-world sensor data.
Download or read book Large Scale Inverse Problems and Quantification of Uncertainty written by Lorenz Biegler and published by John Wiley & Sons. This book was released on 2011-06-24 with total page 403 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on computational methods for large-scale statistical inverse problems and provides an introduction to statistical Bayesian and frequentist methodologies. Recent research advances for approximation methods are discussed, along with Kalman filtering methods and optimization-based approaches to solving inverse problems. The aim is to cross-fertilize the perspectives of researchers in the areas of data assimilation, statistics, large-scale optimization, applied and computational mathematics, high performance computing, and cutting-edge applications. The solution to large-scale inverse problems critically depends on methods to reduce computational cost. Recent research approaches tackle this challenge in a variety of different ways. Many of the computational frameworks highlighted in this book build upon state-of-the-art methods for simulation of the forward problem, such as, fast Partial Differential Equation (PDE) solvers, reduced-order models and emulators of the forward problem, stochastic spectral approximations, and ensemble-based approximations, as well as exploiting the machinery for large-scale deterministic optimization through adjoint and other sensitivity analysis methods. Key Features: Brings together the perspectives of researchers in areas of inverse problems and data assimilation. Assesses the current state-of-the-art and identify needs and opportunities for future research. Focuses on the computational methods used to analyze and simulate inverse problems. Written by leading experts of inverse problems and uncertainty quantification. Graduate students and researchers working in statistics, mathematics and engineering will benefit from this book.
