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Using Analysis State to Construct a Forecast Error Covariance Matrix in Ensemble Kalman Filter Assimilation 被引量:3
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作者 郑小谷 吴国灿 +3 位作者 张树鹏 梁晓 戴永久 李勇 《Advances in Atmospheric Sciences》 SCIE CAS CSCD 2013年第5期1303-1312,共10页
Correctly estimating the forecast error covariance matrix is a key step in any data assimilation scheme. If it is not correctly estimated, the assimilated states could be far from the true states. A popular method to ... Correctly estimating the forecast error covariance matrix is a key step in any data assimilation scheme. If it is not correctly estimated, the assimilated states could be far from the true states. A popular method to address this problem is error covariance matrix inflation. That is, to multiply the forecast error covariance matrix by an appropriate factor. In this paper, analysis states are used to construct the forecast error covariance matrix and an adaptive estimation procedure associated with the error covariance matrix inflation technique is developed. The proposed assimilation scheme was tested on the Lorenz-96 model and 2D Shallow Water Equation model, both of which are associated with spatially correlated observational systems. The experiments showed that by introducing the proposed structure of the forecast error eovariance matrix and applying its adaptive estimation procedure, the assimilation results were further improved. 展开更多
关键词 data assimilation ensemble Kalman filter error covariance inflation adaptive estimation maximum likelihood estimation
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