Authors
Troy Butler, Mika Juntunen
Publication date
2012/3/20
Journal
Journal of Computational Physics
Volume
231
Issue
6
Pages
2641-2654
Publisher
Academic Press
Description
The ensemble Kalman filter is a widely applied data assimilation technique useful for improving the forecast of computational models. The main computational cost of the ensemble Kalman filter comes from the numerical integration of each ensemble member forward in time. When the computational model involves a partial differential equation, the degrees of freedom of the solution in the discretization of the spatial domain are oftentimes used for the representation of the state of the system, and the filter is applied to this state vector. We propose a method of approximating the state of a partial differential equation in a representation space developed separately from the numerical method. This representation space represents a reparameterization of the state vector and can be chosen to retain desirable physical features of the solutions. We apply the ensemble Kalman filter to this representation of the state, and …
Total citations
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