Fast recursive reconstruction of large time varying multidimensional fields

Author

Asif, Amir ; Moura, José M F

Author_Institution

Fac. of Electron. Eng., Ghulam Ishaq Khan Inst. of Eng. Sci. & Technol., Swabi, Pakistan

Volume

4

fYear

1997

fDate

21-24 Apr 1997

Firstpage

3037

Abstract

We develop computationally fast and storage efficient implementations for the Kalman-Bucy filter (KBf) for data assimilation problems with large time varying multidimensional fields. We refer to them as the block KBf (bKBf) and the localized block KBf (lbKBf). For fields defined on a 2D lattice of linear dimension I, the bKBf reduces the computational complexity of the KBf by O(I). The lbKBf saves further on computations by a factor of I and decreases the storage requirements by O(I). We illustrate the IbKBf in assimilating satellite measurements in physical oceanography, presenting simulations for an equatorial beta plane

Keywords

Kalman filters; computational complexity; geophysical signal processing; oceanographic techniques; recursive estimation; remote sensing; signal reconstruction; time-varying systems; 2D lattice; Kalman-Bucy filter; bKBf; block KBf; computational complexity; computationally fast implementations; data assimilation problems; equatorial beta plane; fast recursive reconstruction; large time varying multidimensional fields; lbKBf; localized block KBf; physical oceanography; satellite measurements; storage efficient implementations; storage requirements; Data assimilation; Data engineering; Extraterrestrial measurements; Filters; Image reconstruction; Multidimensional systems; Oceans; Satellites; Sea measurements; Sea surface;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 1997. ICASSP-97., 1997 IEEE International Conference on

Conference_Location

Munich

ISSN

1520-6149

Print_ISBN

0-8186-7919-0

Type

conf

DOI

10.1109/ICASSP.1997.595432

Filename

595432