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Ensemble Kalman filter localization method

A Kalman filter and ensemble technique, applied in the field of ensemble Kalman filter localization, which can solve problems such as spatial scale differences

Active Publication Date: 2015-11-11
HARBIN ENG UNIV +1
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Problems solved by technology

Due to the significant difference in the spatial scales of ensemble averaging and ensemble perturbation, traditional localization schemes have obvious limitations

Method used

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Embodiment Construction

[0046] The present invention will be further described below in conjunction with the accompanying drawings.

[0047] The invention provides a new ensemble Kalman filter localization technology. Including preprocessing the measured data of the atmosphere and ocean environment; calculating the prior observation set members at the observation data; calculating the prior set mean and variance of the observation; calculating the observation increment of the set average; calculating the observation increment of each set disturbance; The observation increment of the ensemble average is projected onto the ensemble average of the mode state; the observation increment of each ensemble disturbance is projected onto the corresponding ensemble disturbance of the mode state; the ensemble members analyze the field acquisition to update the background field data. The invention effectively considers the different spatial scales represented by the ensemble average and the ensemble disturbance, ...

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Abstract

The present invention belongs to the field of measured marine environment data assimilation, and specifically relates to an ensemble Kalman filter localization method. The present invention comprises: preprocessing measured atmospheric and marine environment data; for each piece of observation data, calculating a priori observation ensemble member of the observation data; calculating the average and variance of an observed priori ensemble; calculating an average observation increment of an ensemble; calculating a perturbed observation increment of each ensemble; projecting an average observation increment of the ensemble onto the ensemble average with a mode state; projecting the perturbed observation increment of each ensemble onto a corresponding ensemble perturbation with the mode state; and obtaining an ensemble member analysis field. According to the method provided by the present invention, the traditional localization method for ensemble Kalman filter is improved, different spatial scales represented by the ensemble average and ensemble perturbation are effectively considered, and the assimilation accuracy of ensemble Kalman filter is significantly improved.

Description

technical field [0001] The invention belongs to the field of measured marine environment data assimilation, and in particular relates to a localization method of an ensemble 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 of the state variable is 10 7 , so fewer ense...

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Application Information

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IPC IPC(8): G06F19/00
Inventor 刘厂吴新荣赵玉新王喜冬刘利强付红丽高峰张晓爽张连新张振兴
Owner HARBIN ENG UNIV
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