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Introduction to the Kalman filter

C. Snyder

in Advanced Data Assimilation for Geosciences: Lecture Notes of the Les Houches School of Physics: Special Issue, June 2012

Published in print:
2014
Published Online:
March 2015
ISBN:
9780198723844
eISBN:
9780191791185
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198723844.003.0003
Subject:
Physics, Geophysics, Atmospheric and Environmental Physics

This chapter introduces The Kalman filter, which implements Bayesian data assimilation for linear, Gaussian systems. Its update equations can also be derived as the best linear unbiased estimator ... More


Data modeling

Joseph F. Boudreau and Eric S. Swanson

in Applied Computational Physics

Published in print:
2017
Published Online:
February 2018
ISBN:
9780198708636
eISBN:
9780191858598
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198708636.003.0016
Subject:
Physics, Theoretical, Computational, and Statistical Physics

A variety of techniques for extracting information from data are presented, from pedestrian approaches such as the centuries old linear least-squares fit, to elegant binned and unbinned likelihood ... More


Particle filters for the geosciences

P. J. van Leeuwen

in Advanced Data Assimilation for Geosciences: Lecture Notes of the Les Houches School of Physics: Special Issue, June 2012

Published in print:
2014
Published Online:
March 2015
ISBN:
9780198723844
eISBN:
9780191791185
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198723844.003.0013
Subject:
Physics, Geophysics, Atmospheric and Environmental Physics

This chapter, compares results from the Canadian global ensemble Kalman filter (EnKF) with observations. This inevitably leads to discrepancies between the observed real atmosphere and its modelled ... More


Smoothers

E. Cosme

in Advanced Data Assimilation for Geosciences: Lecture Notes of the Les Houches School of Physics: Special Issue, June 2012

Published in print:
2014
Published Online:
March 2015
ISBN:
9780198723844
eISBN:
9780191791185
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198723844.003.0004
Subject:
Physics, Geophysics, Atmospheric and Environmental Physics

This chapter describes the use of smoothers in data assimilation. The filtering problem in data assimilation consists in estimating the state of a system based on past and present observations. In ... More


Error dynamics in ensemble Kalman-filter systems: localization

P. Houtekamer

in Advanced Data Assimilation for Geosciences: Lecture Notes of the Les Houches School of Physics: Special Issue, June 2012

Published in print:
2014
Published Online:
March 2015
ISBN:
9780198723844
eISBN:
9780191791185
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198723844.003.0010
Subject:
Physics, Geophysics, Atmospheric and Environmental Physics

In this chapter, an experimental environment built around the Lorenz III toy model is used to demonstrate some points concerning localization. In an ensemble Kalman filter, localization is almost ... More


Advanced Data Assimilation for Geosciences: Lecture Notes of the Les Houches School of Physics: Special Issue, June 2012

Éric Blayo, Marc Bocquet, Emmanuel Cosme, and Leticia F. Cugliandolo (eds)

Published in print:
2014
Published Online:
March 2015
ISBN:
9780198723844
eISBN:
9780191791185
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198723844.001.0001
Subject:
Physics, Geophysics, Atmospheric and Environmental Physics

This book gathers notes from lectures and seminars given during a three-week school on theoretical and applied data assimilation held in Les Houches in 2012. Data assimilation aims at determining as ... More


Short-range error statistics in an ensemble Kalman filter

P. Houtekamer

in Advanced Data Assimilation for Geosciences: Lecture Notes of the Les Houches School of Physics: Special Issue, June 2012

Published in print:
2014
Published Online:
March 2015
ISBN:
9780198723844
eISBN:
9780191791185
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198723844.003.0011
Subject:
Physics, Geophysics, Atmospheric and Environmental Physics

This chapter deals with short-range error statistics in the context of the ensemble Kalman filter (EnKF). To arrive at an optimal data-assimilation system, a good description of the uncertainty in ... More


Error dynamics in ensemble Kalman filter systems: system error

P. Houtekamer

in Advanced Data Assimilation for Geosciences: Lecture Notes of the Les Houches School of Physics: Special Issue, June 2012

Published in print:
2014
Published Online:
March 2015
ISBN:
9780198723844
eISBN:
9780191791185
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198723844.003.0012
Subject:
Physics, Geophysics, Atmospheric and Environmental Physics

This chapter compares results from the Canadian global ensemble Kalman filter (EnKF) with observations. This inevitably leads to discrepancies between the observed real atmosphere and its modelled ... More


Combining models and data in large-scale oceanography: examples from the consortium for Estimating the Circulation and Climate of the Ocean (ECCO)

I. Fukumori

in Advanced Data Assimilation for Geosciences: Lecture Notes of the Les Houches School of Physics: Special Issue, June 2012

Published in print:
2014
Published Online:
March 2015
ISBN:
9780198723844
eISBN:
9780191791185
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198723844.003.0023
Subject:
Physics, Geophysics, Atmospheric and Environmental Physics

This chapter describes examples of combining observations with numerical models in the context of studying ocean circulation. Model–data syntheses provide complete descriptions of the ocean, ... More


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