Federal Algorithm Design and Numerical Experiments of Ensemble Kalman Filter Data Assimilation Analysis Process

Based on the federated Kalman filter proposed by Carlson with linear systems, we propose a federated computing scheme for the ensemble Kalman filter (EnKF) assimilation analysis process for nonlinear systems, and give an optimal information fusion estimation algorithm weighted by diagonal matrix und...

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Published inJournal of physics. Conference series Vol. 2735; no. 1; pp. 12004 - 12010
Main Authors Wu, Zhuhui, Han, Yueqi, Ye, Song, Fu, Yapeng, Kou, Zheng
Format Journal Article
LanguageEnglish
Published IOP Publishing 01.04.2024
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ISSN1742-6588
1742-6596
1742-6596
DOI10.1088/1742-6596/2735/1/012004

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Abstract Based on the federated Kalman filter proposed by Carlson with linear systems, we propose a federated computing scheme for the ensemble Kalman filter (EnKF) assimilation analysis process for nonlinear systems, and give an optimal information fusion estimation algorithm weighted by diagonal matrix under the linear minimum variance criterion, that is, the assimilation analysis values of each variable in the global estimation are linear combinations of the assimilation analysis values of the corresponding variables in the local estimation of sub-filters, and the calculation of the combination coefficients is given. The federated algorithm of the EnKF assimilation analysis process for nonlinear systems is verified by the Lorenz (1963) system.
AbstractList Based on the federated Kalman filter proposed by Carlson with linear systems, we propose a federated computing scheme for the ensemble Kalman filter (EnKF) assimilation analysis process for nonlinear systems, and give an optimal information fusion estimation algorithm weighted by diagonal matrix under the linear minimum variance criterion, that is, the assimilation analysis values of each variable in the global estimation are linear combinations of the assimilation analysis values of the corresponding variables in the local estimation of sub-filters, and the calculation of the combination coefficients is given. The federated algorithm of the EnKF assimilation analysis process for nonlinear systems is verified by the Lorenz (1963) system.
Author Ye, Song
Fu, Yapeng
Han, Yueqi
Wu, Zhuhui
Kou, Zheng
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Cites_doi 10.1175/1520-0469(1963)020<0130:DNF>2.0.CO;2
10.1109/7.106130
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Snippet Based on the federated Kalman filter proposed by Carlson with linear systems, we propose a federated computing scheme for the ensemble Kalman filter (EnKF)...
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