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A Hybrid Particle-Ensemble Kalman Filter for High Dimensional Lagrangian Data Assimilation

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Book cover Dynamic Data-Driven Environmental Systems Science (DyDESS 2014)

Part of the book series: Lecture Notes in Computer Science ((LNISA,volume 8964))

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Abstract

We apply the recently proposed hybrid particle-ensemble Kalman filter to assimilate Lagrangian data into a non-linear, high-dimensional quasi-geostrophic ocean model. Effectively the hybrid filter applies a particle filter to the highly nonlinear, low-dimensional Lagrangian instrument variables while applying an ensemble Kalman type update to the high-dimensional Eulerian flow field. We present some initial results from this hybrid filter and compare those to results from a standard ensemble Kalman filter and an ensemble run without assimilation.

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Notes

  1. 1.

    We will use the term drifter going forward to refer to any Lagrangian instrument.

  2. 2.

    We use a modified version of the codes due to Guillaume Roullet. [13].

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Acknowledgments

The authors would like to acknowledge the use of the numerical implementation of the QG model by Guillaume Roullet (see http://stockage.univ-brest.fr/~roullet/codes.html). The authors would like to thank Chris Jones for initially suggesting this collaboration and the Mathematics and Climate Research Network (NSF grant DMS-0940363) for enabling this collaboration. Apte would like to thank the EADS/Airbus Chair in ‘Mathematics of Complex Systems’ at TIFR for partial support for this work. Spiller would like to acknowledge support by NSF grant DMS-1228265 and ONR grant N00014-11-1-0087.

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Slivinski, L., Spiller, E., Apte, A. (2015). A Hybrid Particle-Ensemble Kalman Filter for High Dimensional Lagrangian Data Assimilation. In: Ravela, S., Sandu, A. (eds) Dynamic Data-Driven Environmental Systems Science. DyDESS 2014. Lecture Notes in Computer Science(), vol 8964. Springer, Cham. https://doi.org/10.1007/978-3-319-25138-7_24

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  • DOI: https://doi.org/10.1007/978-3-319-25138-7_24

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