Implementation and Testing of an Ensemble Kalman Filter Assimilation System for the Max Planck Institute Ocean General Circulation Model

Implementation and Testing of an Ensemble Kalman Filter Assimilation System for the Max Planck Institute Ocean General Circulation Model PDF Author: Olwijn Leeuwenburgh
Publisher:
ISBN: 9789036922678
Category : Kalman filtering
Languages : en
Pages : 27

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Implementation and Testing of an Ensemble Kalman Filter Assimilation System for the Max Planck Institute Ocean General Circulation Model

Implementation and Testing of an Ensemble Kalman Filter Assimilation System for the Max Planck Institute Ocean General Circulation Model PDF Author: Olwijn Leeuwenburgh
Publisher:
ISBN: 9789036922678
Category : Kalman filtering
Languages : en
Pages : 27

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Book Description


Design and Implementation of a Parallel Multivariate Ensemble Kalman Filter for the Poseidon Ocean General Circulation Model

Design and Implementation of a Parallel Multivariate Ensemble Kalman Filter for the Poseidon Ocean General Circulation Model PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 50

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Design and Implementation of a Parallel Multivariate Ensemble Kalman Filter for the Poseidon Ocean General Circulation Model

Design and Implementation of a Parallel Multivariate Ensemble Kalman Filter for the Poseidon Ocean General Circulation Model PDF Author: National Aeronautics and Space Administration (NASA)
Publisher: Createspace Independent Publishing Platform
ISBN: 9781720459163
Category :
Languages : en
Pages : 48

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Book Description
A multivariate ensemble Kalman filter (MvEnKF) implemented on a massively parallel computer architecture has been implemented for the Poseidon ocean circulation model and tested with a Pacific Basin model configuration. There are about two million prognostic state-vector variables. Parallelism for the data assimilation step is achieved by regionalization of the background-error covariances that are calculated from the phase-space distribution of the ensemble. Each processing element (PE) collects elements of a matrix measurement functional from nearby PEs. To avoid the introduction of spurious long-range covariances associated with finite ensemble sizes, the background-error covariances are given compact support by means of a Hadamard (element by element) product with a three-dimensional canonical correlation function. The methodology and the MvEnKF configuration are discussed. It is shown that the regionalization of the background covariances; has a negligible impact on the quality of the analyses. The parallel algorithm is very efficient for large numbers of observations but does not scale well beyond 100 PEs at the current model resolution. On a platform with distributed memory, memory rather than speed is the limiting factor.Keppenne, Christian L. and Rienecker, Michele M. and Koblinsky, Chester (Technical Monitor)Goddard Space Flight CenterPARALLEL PROCESSING (COMPUTERS); OCEAN MODELS; OCEAN CURRENTS; KALMAN FILTERS; STATE VECTORS; PARALLEL COMPUTERS; MULTIVARIATE STATISTICAL ANALYSIS; ERRORS; COVARIANCE; ARCHITECTURE (COMPUTERS)

Design and implementation of a parallel multivariate ensemble Kalman filter for the Poseidon ocean general circulation model

Design and implementation of a parallel multivariate ensemble Kalman filter for the Poseidon ocean general circulation model PDF Author: Christian L. Keppenne
Publisher:
ISBN:
Category : Multivariate analysis
Languages : en
Pages : 35

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Data Assimilation

Data Assimilation PDF Author: Geir Evensen
Publisher: Springer Verlag
ISBN: 9783540383000
Category : Computers
Languages : en
Pages : 279

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Book Description
Data Assimilation comprehensively covers data assimilation and inverse methods, including both traditional state estimation and parameter estimation. This text and reference focuses on various popular data assimilation methods, such as weak and strong constraint variational methods and ensemble filters and smoothers. It is demonstrated how the different methods can be derived from a common theoretical basis, as well as how they differ and/or are related to each other, and which properties characterize them, using several examples. Rather than emphasize a particular discipline such as oceanography or meteorology, it presents the mathematical framework and derivations in a way which is common for any discipline where dynamics is merged with measurements. The mathematics level is modest, although it requires knowledge of basic spatial statistics, Bayesian statistics, and calculus of variations. Readers will also appreciate the introduction to the mathematical methods used and detailed derivations, which should be easy to follow, are given throughout the book. The codes used in several of the data assimilation experiments are available on a web page. In particular, this webpage contains a complete ensemble Kalman filter assimilation system, which forms an ideal starting point for a user who wants to implement the ensemble Kalman filter with his/her own dynamical model. The focus on ensemble methods, such as the ensemble Kalman filter and smoother, also makes it a solid reference to the derivation, implementation and application of such techniques. Much new material, in particular related to the formulation and solution of combined parameter and state estimation problems and thegeneral properties of the ensemble algorithms, is available here for the first time.

Tests of an Ensemble Kalman Filter for Mesoscale and Regional-scale Data Assimilation

Tests of an Ensemble Kalman Filter for Mesoscale and Regional-scale Data Assimilation PDF Author: Zhiyong Meng
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Book Description
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.

Kalman Filters

Kalman Filters PDF Author: Ginalber Luiz Serra
Publisher: BoD – Books on Demand
ISBN: 9535138278
Category : Mathematics
Languages : en
Pages : 315

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Book Description
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.

Advanced Kalman Filtering, Least-Squares and Modeling

Advanced Kalman Filtering, Least-Squares and Modeling PDF Author: Bruce P. Gibbs
Publisher: John Wiley & Sons
ISBN: 1118003160
Category : Technology & Engineering
Languages : en
Pages : 559

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Book Description
This book is intended primarily as a handbook for engineers who must design practical systems. Its primary goal is to discuss model development in sufficient detail so that the reader may design an estimator that meets all application requirements and is robust to modeling assumptions. Since it is sometimes difficult to a priori determine the best model structure, use of exploratory data analysis to define model structure is discussed. Methods for deciding on the “best” model are also presented. A second goal is to present little known extensions of least squares estimation or Kalman filtering that provide guidance on model structure and parameters, or make the estimator more robust to changes in real-world behavior. A third goal is discussion of implementation issues that make the estimator more accurate or efficient, or that make it flexible so that model alternatives can be easily compared. The fourth goal is to provide the designer/analyst with guidance in evaluating estimator performance and in determining/correcting problems. The final goal is to provide a subroutine library that simplifies implementation, and flexible general purpose high-level drivers that allow both easy analysis of alternative models and access to extensions of the basic filtering. Supplemental materials and up-to-date errata are downloadable at http://booksupport.wiley.com.

Kalman Filtering

Kalman Filtering PDF Author: Mohinder S. Grewal
Publisher: John Wiley & Sons
ISBN: 111898496X
Category : Technology & Engineering
Languages : en
Pages : 639

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Book Description
The definitive textbook and professional reference on Kalman Filtering – fully updated, revised, and expanded This book contains the latest developments in the implementation and application of Kalman filtering. Authors Grewal and Andrews draw upon their decades of experience to offer an in-depth examination of the subtleties, common pitfalls, and limitations of estimation theory as it applies to real-world situations. They present many illustrative examples including adaptations for nonlinear filtering, global navigation satellite systems, the error modeling of gyros and accelerometers, inertial navigation systems, and freeway traffic control. Kalman Filtering: Theory and Practice Using MATLAB, Fourth Edition is an ideal textbook in advanced undergraduate and beginning graduate courses in stochastic processes and Kalman filtering. It is also appropriate for self-instruction or review by practicing engineers and scientists who want to learn more about this important topic.

Kalman Filtering

Kalman Filtering PDF Author: Mohinder S. Grewal
Publisher: John Wiley & Sons
ISBN: 1118210468
Category : Technology & Engineering
Languages : en
Pages : 458

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Book Description
This book provides readers with a solid introduction to the theoretical and practical aspects of Kalman filtering. It has been updated with the latest developments in the implementation and application of Kalman filtering, including adaptations for nonlinear filtering, more robust smoothing methods, and developing applications in navigation. All software is provided in MATLAB, giving readers the opportunity to discover how the Kalman filter works in action and to consider the practical arithmetic needed to preserve the accuracy of results. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file. An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department -- to obtain the manual, send an email to [email protected].