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Adaptive compensation method for static localization scheme of ensemble Kalman filter

A Kalman filter and adaptive compensation technology, which is applied in special data processing applications, instruments, electrical digital data processing, etc., can solve time-consuming problems

Active Publication Date: 2015-09-09
HARBIN ENG UNIV +1
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Problems solved by technology

This static localization scheme has obvious limitations, because it is very time-consuming and almost impossible to find an optimal localization factor for the actual 3D ocean numerical model

Method used

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  • Adaptive compensation method for static localization scheme of ensemble Kalman filter
  • Adaptive compensation method for static localization scheme of ensemble Kalman filter
  • Adaptive compensation method for static localization scheme of ensemble Kalman filter

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Embodiment Construction

[0041] The present invention will be further described below in conjunction with the accompanying drawings.

[0042] The invention provides an adaptive compensation mechanism for the static localization scheme of the ensemble Kalman filter. Including preprocessing the measured data of the atmospheric and oceanic environment; according to the real-time observation system, using the observation error, observation number and significance level of different observation elements to calculate the subsequent threshold to be used; using the ensemble Kalman filter method to sequentially assimilate all Observations; compute posterior ensemble mean and ensemble perturbation for ensemble Kalman filtering; calculate observation margin and update ensemble membership. The invention improves the static localization method in the ensemble Kalman filter, effectively extracts the multi-scale information that cannot be extracted by the static localization method in the observation information, an...

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Abstract

The invention belongs to the field of measured ocean environment data assimilation, and specifically relates to an adaptive compensation method for a static localization scheme of the ensemble Kalman filter. The method includes: pre-processing measured data of the atmosphere ocean environment; calculating subsequent required thresholds for each observed data according to a real-time observation system by employing observation errors, observation numbers, and significance levels of different observation elements; assimilating all the observation data in sequence; calculating the ensemble average and the ensemble perturbation; and calculating the observation margin and updating ensemble members. According to the method, the static localization method in the ensemble Kalman filter is improved, multi-scale information which is not extracted by the static localization method in the observation information is effectively extracted, and the assimilation precision of the ensemble Kalman filter is substantially improved.

Description

technical field [0001] The invention belongs to the field of measured marine environment data assimilation, and in particular relates to an adaptive compensation method for a static localization scheme of an integrated Kalman filter. Background technique [0002] Ensemble Kalman filtering and four-dimensional variation are two types of advanced data assimilation methods recognized internationally, and they have their own advantages and disadvantages. The biggest advantage of the ensemble Kalman filter over the variational method is that it simulates the prior probability density distribution function of the model state variables through ensemble sampling, and the background error covariance matrix calculated according to the ensemble samples contains the dynamic information of the model, so it is flow dependent. Due to the limitation of computer hardware resources, only a small set of samples (10 2 order of magnitude). For the actual ocean numerical model, the dimension o...

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Application Information

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IPC IPC(8): G06F19/00
Inventor 赵玉新吴新荣刘厂付红丽刘利强王喜冬李刚张连新张晓爽张振兴
Owner HARBIN ENG UNIV
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