Spectral Diagonal Ensemble Kalman Filters
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985807%3A_____%2F15%3A00446922" target="_blank" >RIV/67985807:_____/15:00446922 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.5194/npg-22-485-2015" target="_blank" >http://dx.doi.org/10.5194/npg-22-485-2015</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.5194/npg-22-485-2015" target="_blank" >10.5194/npg-22-485-2015</a>
Alternative languages
Result language
angličtina
Original language name
Spectral Diagonal Ensemble Kalman Filters
Original language description
A new type of ensemble Kalman filter is developed, which is based on replacing the sample covariance in the analysis step by its diagonal in a spectral basis. It is proved that this technique improves the approximation of the covariance when the covariance itself is diagonal in the spectral basis, as is the case, e.g., for a second-order stationary random field and the Fourier basis. The method is extended by wavelets to the case when the state variables are random fields which are not spatially homogeneous. Efficient implementations by the fast Fourier transform (FFT) and discrete wavelet transform (DWT) are presented for several types of observations, including high-dimensional data given on a part of the domain, such as radar and satellite images. Computational experiments confirm that the method performs well on the Lorenz 96 problem and the shallow water equations with very small ensembles and over multiple analysis cycles.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
DG - Atmospheric sciences, meteorology
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA13-34856S" target="_blank" >GA13-34856S: Advanced random field methods in data assimilation for short-term weather prediction</a><br>
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Nonlinear Processes in Geophysics
ISSN
1023-5809
e-ISSN
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Volume of the periodical
22
Issue of the periodical within the volume
4
Country of publishing house
DE - GERMANY
Number of pages
13
Pages from-to
485-497
UT code for WoS article
000360655400010
EID of the result in the Scopus database
2-s2.0-84939635044