Comparison of Statistical Dynamical, Square Root and Ensemble Kalman Filters
We present a statistical dynamical Kalman filter and compare its performance to deterministic ensemble square root and stochastic ensemble Kalman filters for error covariance modeling with applications to data assimilation. Our studies compare assimilation and error growth in barotropic flows during...
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| Format: | Article |
| Language: | English |
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MDPI AG
2008-11-01
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| Series: | Entropy |
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| Online Access: | http://www.mdpi.com/1099-4300/10/4/684/ |
| _version_ | 1811187016102051840 |
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| author | Jorgen S. Frederiksen Terence J. O’Kane |
| author_facet | Jorgen S. Frederiksen Terence J. O’Kane |
| author_sort | Jorgen S. Frederiksen |
| collection | DOAJ |
| description | We present a statistical dynamical Kalman filter and compare its performance to deterministic ensemble square root and stochastic ensemble Kalman filters for error covariance modeling with applications to data assimilation. Our studies compare assimilation and error growth in barotropic flows during a period in 1979 in which several large scale atmospheric blocking regime transitions occurred in the Northern Hemisphere. We examine the role of sampling error and its effect on estimating the flow dependent growing error structures and the associated effects on the respective Kalman gains. We also introduce a Shannon entropy reduction measure and relate it to the spectra of the Kalman gain. |
| first_indexed | 2024-04-11T13:55:07Z |
| format | Article |
| id | doaj.art-878ef71a540c471b809b21cf51b136dd |
| institution | Directory Open Access Journal |
| issn | 1099-4300 |
| language | English |
| last_indexed | 2024-04-11T13:55:07Z |
| publishDate | 2008-11-01 |
| publisher | MDPI AG |
| record_format | Article |
| series | Entropy |
| spelling | doaj.art-878ef71a540c471b809b21cf51b136dd2022-12-22T04:20:22ZengMDPI AGEntropy1099-43002008-11-0110468472110.3390/e10040684Comparison of Statistical Dynamical, Square Root and Ensemble Kalman FiltersJorgen S. FrederiksenTerence J. O’KaneWe present a statistical dynamical Kalman filter and compare its performance to deterministic ensemble square root and stochastic ensemble Kalman filters for error covariance modeling with applications to data assimilation. Our studies compare assimilation and error growth in barotropic flows during a period in 1979 in which several large scale atmospheric blocking regime transitions occurred in the Northern Hemisphere. We examine the role of sampling error and its effect on estimating the flow dependent growing error structures and the associated effects on the respective Kalman gains. We also introduce a Shannon entropy reduction measure and relate it to the spectra of the Kalman gain.http://www.mdpi.com/1099-4300/10/4/684/Data assimilationEntropyTurbulence closures |
| spellingShingle | Jorgen S. Frederiksen Terence J. O’Kane Comparison of Statistical Dynamical, Square Root and Ensemble Kalman Filters Entropy Data assimilation Entropy Turbulence closures |
| title | Comparison of Statistical Dynamical, Square Root and Ensemble Kalman Filters |
| title_full | Comparison of Statistical Dynamical, Square Root and Ensemble Kalman Filters |
| title_fullStr | Comparison of Statistical Dynamical, Square Root and Ensemble Kalman Filters |
| title_full_unstemmed | Comparison of Statistical Dynamical, Square Root and Ensemble Kalman Filters |
| title_short | Comparison of Statistical Dynamical, Square Root and Ensemble Kalman Filters |
| title_sort | comparison of statistical dynamical square root and ensemble kalman filters |
| topic | Data assimilation Entropy Turbulence closures |
| url | http://www.mdpi.com/1099-4300/10/4/684/ |
| work_keys_str_mv | AT jorgensfrederiksen comparisonofstatisticaldynamicalsquarerootandensemblekalmanfilters AT terencejoaaakane comparisonofstatisticaldynamicalsquarerootandensemblekalmanfilters |