Covariance Inflation in the Ensemble Kalman Filter: A Residual Nudging Perspective and Some Implications

Handle URI:
http://hdl.handle.net/10754/552746
Title:
Covariance Inflation in the Ensemble Kalman Filter: A Residual Nudging Perspective and Some Implications
Authors:
Luo, Xiaodong; Hoteit, Ibrahim ( 0000-0002-3751-4393 )
Abstract:
This article examines the influence of covariance inflation on the distance between the measured observation and the simulated (or predicted) observation with respect to the state estimate. In order for the aforementioned distance to be bounded in a certain interval, some sufficient conditions are derived, indicating that the covariance inflation factor should be bounded in a certain interval, and that the inflation bounds are related to the maximum and minimum eigenvalues of certain matrices. Implications of these analytic results are discussed, and a numerical experiment is presented to verify the validity of the analysis conducted.
KAUST Department:
Physical Sciences and Engineering (PSE) Division
Citation:
Covariance Inflation in the Ensemble Kalman Filter: A Residual Nudging Perspective and Some Implications 2013, 141 (10):3360 Monthly Weather Review
Journal:
Monthly Weather Review
Issue Date:
Oct-2013
DOI:
10.1175/MWR-D-13-00067.1
ARXIV:
arXiv:1305.4496
Type:
Article
ISSN:
0027-0644; 1520-0493
Additional Links:
http://journals.ametsoc.org/doi/abs/10.1175/MWR-D-13-00067.1; http://arxiv.org/abs/1305.4496
Appears in Collections:
Articles; Physical Sciences and Engineering (PSE) Division

Full metadata record

DC FieldValue Language
dc.contributor.authorLuo, Xiaodongen
dc.contributor.authorHoteit, Ibrahimen
dc.date.accessioned2015-05-14T06:39:12Zen
dc.date.available2015-05-14T06:39:12Zen
dc.date.issued2013-10en
dc.identifier.citationCovariance Inflation in the Ensemble Kalman Filter: A Residual Nudging Perspective and Some Implications 2013, 141 (10):3360 Monthly Weather Reviewen
dc.identifier.issn0027-0644en
dc.identifier.issn1520-0493en
dc.identifier.doi10.1175/MWR-D-13-00067.1en
dc.identifier.urihttp://hdl.handle.net/10754/552746en
dc.description.abstractThis article examines the influence of covariance inflation on the distance between the measured observation and the simulated (or predicted) observation with respect to the state estimate. In order for the aforementioned distance to be bounded in a certain interval, some sufficient conditions are derived, indicating that the covariance inflation factor should be bounded in a certain interval, and that the inflation bounds are related to the maximum and minimum eigenvalues of certain matrices. Implications of these analytic results are discussed, and a numerical experiment is presented to verify the validity of the analysis conducted.en
dc.relation.urlhttp://journals.ametsoc.org/doi/abs/10.1175/MWR-D-13-00067.1en
dc.relation.urlhttp://arxiv.org/abs/1305.4496en
dc.rights© Copyright 2013 American Meteorological Society (AMS). Permission to use figures, tables, and brief excerpts from this work in scientific and educational works is hereby granted provided that the source is acknowledged. Any use of material in this work that is determined to be “fair use” under Section 107 of the U.S. Copyright Act September 2010 Page 2 or that satisfies the conditions specified in Section 108 of the U.S. Copyright Act (17 USC §108, as revised by P.L. 94-553) does not require the AMS’s permission. Republication, systematic reproduction, posting in electronic form, such as on a web site or in a searchable database, or other uses of this material, except as exempted by the above statement, requires written permission or a license from the AMS. Additional details are provided in the AMS Copyright Policy, available on the AMS Web site located at (http://www.ametsoc.org/) or from the AMS at 617-227-2425 or copyrights@ametsoc.org.en
dc.subjectKalman filtersen
dc.subjectFiltering techniquesen
dc.titleCovariance Inflation in the Ensemble Kalman Filter: A Residual Nudging Perspective and Some Implicationsen
dc.typeArticleen
dc.contributor.departmentPhysical Sciences and Engineering (PSE) Divisionen
dc.identifier.journalMonthly Weather Reviewen
dc.eprint.versionPublisher's Version/PDFen
dc.contributor.institutionInternational Research Institute of Stavanger, Bergen, Norwayen
dc.identifier.arxividarXiv:1305.4496en
kaust.authorHoteit, Ibrahimen
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