Title :
Wavelet ensemble Kalman filters
Author :
Beezley, Jonathan D. ; Mandel, Jan ; Cobb, Loren
Author_Institution :
Dept. of Math. & Stat. Sci., Univ. of Colorado Denver, Denver, CO, USA
Abstract :
We present a new type of the EnKF for data assimilation in spatial models that uses diagonal approximation of the state covariance in the wavelet space to achieve adaptive localization. The efficiency of the new method is demonstrated on an example.
Keywords :
Kalman filters; data assimilation; wavelet transforms; EnKF; adaptive localization; data assimilation; diagonal approximation; state covariance; wavelet ensemble Kalman filters; Approximation methods; Covariance matrix; Data assimilation; Kalman filters; Vectors; Wavelet transforms; Coiflet; Data assimilation; EnKF; FFT; diagonal approximation; orthogonal wavelets; wavelet transform;
Conference_Titel :
Intelligent Data Acquisition and Advanced Computing Systems (IDAACS), 2011 IEEE 6th International Conference on
Conference_Location :
Prague
Print_ISBN :
978-1-4577-1426-9
DOI :
10.1109/IDAACS.2011.6072819
