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Article information
2006 , Volume 11, Special issue, p.104-111
Klimova E.G.
The dynamical-stochastic approach in the data assimilation problem
In this report methods and the data assimilation algorithms based on the Kalman filter theory are proposed. For calculation of the forecast error covariances the proposed methods use the suboptimal algorithms in which the statistical averaging is replaced by time averaging. A technique of the estimation of the model parameters as well as a "bias" of the forecast model in the data assimilation procedure are considered. The proposed numerical algorithms are compared with the Kalman filter using a simple test model.
[full text] Author(s):
Klimova Ekaterina Georgievna
Dr. , Associate Professor
Position: Senior Research Scientist
Office: Federal Research Center for Information and Computational Technologies
Address: 630090, Russia, Novosibirsk, 6 Acad. Lavrentjev avenue
Phone Office: (383) 332 42 57
E-mail: klimova@ict.nsc.ru
SPIN-code: 4533-9357
Bibliography link:
Klimova E.G. The dynamical-stochastic approach in the data assimilation problem // Computational technologies. 2006. V. 11. Special issue. P. 104-111
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