An adjoint-free four-dimensional variational data assimilation method via a modified Cholesky decomposition and an iterative Woodbury matrix formula

DOI10.1007/S11071-019-05411-WMaRDI QIDQ6166395zbMATH OpenOpenAlexWikidataFDO

Authors Elias D. Nino Ruiz, Luis G. Guzman-Reyes, Rolando Beltran-Arrieta

Publication date 2 August 2023

Published in Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11071-019-05411-w

zbMATH Keywords

ensemble Kalman filterfour-dimensional variationalhybrid methodsmodified Cholesky decompositionWoodbury matrix identity

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Signal detection and filtering (aspects of stochastic processes) (60G35) Computational methods in Markov chains (60J22) Stochastic approximation (62L20)

Cites work

• A derivative-free trust region framework for variational data assimilation
• A family of embedded Runge-Kutta formulae
• A wildland fire model with data assimilation
• An efficient implementation of the ensemble Kalman filter based on an iterative Sherman-Morrison formula
• An ensemble Kalman filter implementation based on modified Cholesky decomposition for inverse covariance matrix estimation
• Covariance regularization by thresholding
• Cross-covariances and localization for EnKF in multiphase flow data assimilation
• Data assimilation. Making sense of observations.
• Generalized thresholding of large covariance matrices
• Regularized estimation of large covariance matrices
• Reliable asynchronous sampled-data filtering of T-S fuzzy uncertain delayed neural networks with stochastic switched topologies
• Sparse estimation of large covariance matrices via a nested Lasso penalty
• Testing for chaos in deterministic systems with noise

Cited in

(1)

• An efficient ensemble Kalman filter implementation via shrinkage covariance matrix estimation: exploiting prior knowledge

This page was built for publication: An adjoint-free four-dimensional variational data assimilation method via a modified Cholesky decomposition and an iterative Woodbury matrix formula

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6166395)