A Methodology for the construction of a hierarchy of kalman filters for nonlinear primitive equation models

Author(s):  
Paola Malanotte-Rizzoli ◽  
Ichiro Fukumori ◽  
Roberta E. Young
2005 ◽  
Vol 12 (5) ◽  
pp. 755-765 ◽  
Author(s):  
I. Hoteit ◽  
G. Korres ◽  
G. Triantafyllou

Abstract. Kalman filters are widely used for data assimilation into ocean models. The aim of this study is to discuss the relevance of these filters with high resolution ocean models. This was investigated through the comparison of two advanced Kalman filters: the singular evolutive extended Kalman (SEEK) filter and its ensemble-based variant, called SEIK filter. The two filters were implemented with the Princeton Ocean model (POM) considering a low spatial resolution configuration (Mediterranean sea model) and a very high one (Pagasitikos Gulf coastal model). It is shown that the two filters perform reasonably well when applied with the low resolution model. However, when the high resolution model is considered, the behavior of the SEEK filter seriously degrades because of strong model nonlinearities while the SEIK filter remains remarkably more stable. Based on the assumption of prior Gaussian distributions, the linear analysis step of the latter can still be improved though.


2011 ◽  
Vol 139 (1) ◽  
pp. 117-131 ◽  
Author(s):  
Thomas M. Hamill ◽  
Jeffrey S. Whitaker

Abstract The spread of an ensemble of weather predictions initialized from an ensemble Kalman filter may grow slowly relative to other methods for initializing ensemble predictions, degrading its skill. Several possible causes of the slow spread growth were evaluated in perfect- and imperfect-model experiments with a two-layer primitive equation spectral model of the atmosphere. The causes examined were the covariance localization, the additive noise used to stabilize the assimilation method and parameterize the system error, and the model error itself. In these experiments, the flow-independent additive noise was the biggest factor in constraining spread growth. Preevolving additive noise perturbations were tested as a way to make the additive noise more flow dependent. This modestly improved the data assimilation and ensemble predictions, both in the two-layer model results and in a brief test of the assimilation of real observations into a global multilevel spectral primitive equation model. More generally, these results suggest that methods for treating model error in ensemble Kalman filters that greatly reduce the flow dependency of the background-error covariances may increase the filter analysis error and decrease the rate of forecast spread growth.


Author(s):  
Tatjana D. Kolemishevska-Gugulovska ◽  
Georgi M. Dimirovski ◽  
A. Talha Dinibutun ◽  
Norman E. Gough

The navigation systems as part of the navigation complex of a high-precision unmanned aerial vehicle in conditions of different altitude flight are investigated. The working contours of the navigation complex with correction algorithms for an unmanned aerial vehicle during high-altitude and low-altitude flights are formed. Mathematical models of inertial navigation system errors used in non-linear and linear Kalman filters are presented. The results of mathematical modeling demonstrate the effectiveness of the working contours effectiveness of the navigation complex with correction algorithms. Keywords high-precision unmanned aerial vehicle; navigation complex; multi-altitude flight; work circuit; passive noises; Kalman filter; correction


2010 ◽  
Vol 72 (2) ◽  
pp. 119-126 ◽  
Author(s):  
Frede Aakmann Tøgersen ◽  
Flemming Skjøth ◽  
Lene Munksgaard ◽  
Søren Højsgaard

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