Data Assimilation (eBook)

The Ensemble Kalman Filter

Geir Evensen (Autor)

eBook Download: PDF

2009 | 2nd ed. 2009
XXIII, 307 Seiten
Springer Berlin (Verlag)
978-3-642-03711-5 (ISBN)

Infos

This book reviews popular data-assimilation methods, such as weak and strong constraint variational methods, ensemble filters and smoothers. The author shows how different methods can be derived from a common theoretical basis, as well as how they differ or are related to each other, and which properties characterize them, using several examples. Readers will appreciate the included introductory material and detailed derivations in the text, and a supplemental web site.

Geir Evensen obtained his Ph.D. in applied mathematics at the University in Bergen in 1992. Thereafter he has worked as a Research Director at the Nansen Environmental and Remote Sensing Center/Mohn-Sverdrup Center, as Prof. II at the Department of Mathematics at the University in Bergen, and as a Principal Engineer at the Hydro Research Center in Bergen. He is author or coauthor of more that 40 refereed publications related to modelling and data assimilation, and he has been the coordinator of international research projects on the development of data assimilation methodologies and systems.

Inhalt

Preface to the second edition 6
Preface 7
Contents 8
List of symbols 14
Introduction 21
Statistical definitions 25
Analysis scheme 33
Sequential data assimilation 46
Variational inverse problems 65
Nonlinear variational inverse problems 88
Probabilistic formulation 111
Generalized Inverse 118
Ensemble methods 133
Statistical optimization 152
Sampling strategies for the EnKF 169
Model errors 189
Square Root Analysis schemes 209
Rank issues 222
Spurious correlations, localization, and inflation 248
An ocean prediction system 265
Estimation in an oil reservoir simulator 272
A Other EnKF issues 282
B Crononogical listing of EnKF publications 287
References 300
Index 312

Produkt-Details

• Erscheint lt. Verlag: 17.8.2009
• Zusatzinfo: XXIII, 307 p.
• Verlagsort: Berlin
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• Themenwelt: Naturwissenschaften ► Geowissenschaften
• Themenwelt: Naturwissenschaften ► Physik / Astronomie
• Themenwelt: Technik
• Schlagworte: Bayesian Statistics • Data Assimilation • Ensemble Kalman Filter • Ensemble Kalman Smoother • Inverse methods • measure • Parameter Estimation
• ISBN-10: 3-642-03711-9 / 3642037119
• ISBN-13: 978-3-642-03711-5 / 9783642037115