On numerical properties of the ensemble Kalman filter for data assimilation

DOI10.1016/J.CMA.2008.03.022MaRDI QIDQ995315zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3179593 (Why is no real title available?)
• scientific article; zbMATH DE number 3679037 (Why is no real title available?)
• scientific article; zbMATH DE number 3591295 (Why is no real title available?)
• scientific article; zbMATH DE number 1414604 (Why is no real title available?)
• An encyclopaedia of cubature formulas.
• Data Assimilation
• Numerical Evaluation of Multiple Integrals
• Stochastic processes and filtering theory

Cited in

(21)

• Error analysis for numerical formulation of particle filter
• Kalman filter data assimilation: targeting observations and parameter estimation
• Ensemble Kalman filters for large geophysical applications
• Performance assessment of the maximum likelihood ensemble filter and the ensemble Kalman filters for nonlinear problems
• Data Assimilation
• EnKSGD: a class of preconditioned black box optimization and inversion algorithms
• 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.
• Performance analysis of local ensemble Kalman filter
• Analysis of the ensemble Kalman filter for inverse problems
• 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

Describes a project that uses

Uses Software

• EnKF

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