On numerical properties of the ensemble Kalman filter for data assimilation

DOI10.1016/J.CMA.2008.03.022zbMATH Open1195.93137OpenAlexW2169163463MaRDI QIDQ995315FDOQ995315

Authors: J. Li, Dongbin Xiu 

Publication date: 13 September 2010

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cma.2008.03.022

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zbMATH Keywords

data assimilationuncertainty quantificationensemble Kalman filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control/observation systems governed by ordinary differential equations (93C15) Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Title not available (Why is that?)
• Stochastic processes and filtering theory
• Title not available (Why is that?)
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• Data Assimilation
• An encyclopaedia of cubature formulas.
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• Numerical Evaluation of Multiple Integrals

Cited In (21)

• Error analysis for numerical formulation of particle filter
• Ensemble Kalman filters for large geophysical applications
• Kalman filter data assimilation: targeting observations and parameter estimation
• EnKSGD: a class of preconditioned black box optimization and inversion algorithms
• Data Assimilation
• Performance assessment of the maximum likelihood ensemble filter and the ensemble Kalman filters for nonlinear problems
• Global optimization for data assimilation in landslide tsunami models
• A new data assimilation technique based on ensemble Kalman filter and Brownian bridges: an application to Richards' equation
• Combining ensemble Kalman filter and multiresolution analysis for efficient assimilation into adaptive mesh models
• A nonparametric ensemble transform method for Bayesian inference
• Reparameterization for statistical state estimation applied to differential equations
• On the convergence of the ensemble Kalman filter.
• Analysis of the ensemble Kalman filter for inverse problems
• Performance analysis of local ensemble Kalman filter
• An ensemble Kalman filter for statistical estimation of physics constrained nonlinear regression models
• Ensemble filter techniques for intermittent data assimilation - a survey
• Quantifying forcing uncertainties in the hydrodynamics of the Gironde estuary
• A generalized polynomial chaos based ensemble Kalman filter with high accuracy
• Accelerating inverse inference of ensemble Kalman filter via reduced-order model trained using adaptive sparse observations
• A numerical comparative study on data assimilation using Kalman filters
• Analyzing the effects of observation function selection in ensemble Kalman filtering for epidemic models

Uses Software

• EnKF

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