Data assimilation the ensemble Kalman filter

Gespeichert in:
Bibliographische Detailangaben
1. Verfasser: Evensen, Geir (VerfasserIn)
Format: Buch
Sprache:English
Veröffentlicht: Berlin ; Heidelberg Springer 2009
Ausgabe:2. ed.
Schlagworte:
Online-Zugang:Inhaltsverzeichnis
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!

MARC

LEADER 00000nam a2200000 c 4500
001 BV040136801
003 DE-604
005 20120625
007 t|
008 120515s2009 gw d||| |||| 00||| eng d
015 |a 09,N31,0613  |2 dnb 
015 |a 09,A44,0841  |2 dnb 
016 7 |a 995338817  |2 DE-101 
020 |a 9783642037108  |c Pp. : EUR 139.05  |9 978-3-642-03710-8 
024 3 |a 9783642037108 
028 5 2 |a 12741908 
035 |a (OCoLC)458747607 
035 |a (DE-599)DNB995338817 
040 |a DE-604  |b ger  |e rakddb 
041 0 |a eng 
044 |a gw  |c XA-DE-BE 
049 |a DE-91G 
082 0 |a 519.5  |2 22/ger 
084 |a QH 234  |0 (DE-625)141549:  |2 rvk 
084 |a QH 440  |0 (DE-625)141587:  |2 rvk 
084 |a ZG 9100  |0 (DE-625)156025:  |2 rvk 
084 |a ZG 9120  |0 (DE-625)156026:  |2 rvk 
084 |a 510  |2 sdnb 
084 |a MAT 620f  |2 stub 
084 |a 550  |2 sdnb 
084 |a MSR 632f  |2 stub 
100 1 |a Evensen, Geir  |e Verfasser  |0 (DE-588)132448394  |4 aut 
245 1 0 |a Data assimilation  |b the ensemble Kalman filter  |c Geir Evensen 
250 |a 2. ed. 
264 1 |a Berlin ; Heidelberg  |b Springer  |c 2009 
300 |a XXIII, 307 S.  |b graph. Darst.  |c 24 cm 
336 |b txt  |2 rdacontent 
337 |b n  |2 rdamedia 
338 |b nc  |2 rdacarrier 
500 |a Literaturverz. S. 293 - 304 
650 0 7 |a Datenassimilation  |0 (DE-588)4803260-8  |2 gnd  |9 rswk-swf 
689 0 0 |a Datenassimilation  |0 (DE-588)4803260-8  |D s 
689 0 |5 DE-604 
776 0 8 |i Erscheint auch als  |n Online-Ausgabe  |z 978-3-642-03711-5 
856 4 2 |m DNB Datenaustausch  |q application/pdf  |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024993834&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA  |3 Inhaltsverzeichnis 
943 1 |a oai:aleph.bib-bvb.de:BVB01-024993834 

Datensatz im Suchindex

DE-BY-TUM_call_number 0102 MAT 620f 2012 A 4263(2)
DE-BY-TUM_katkey 1855810
DE-BY-TUM_location 01
DE-BY-TUM_media_number 040071409760
_version_ 1820895975078625280
adam_text CONTENTS LIST OF SYMBOLS XVII 1 INTRODUCTION 1 2 STATISTICAL DEFINITIONS 5 2.1 PROBABILITY DENSITY FUNCTION 5 2.2 STATISTICAL MOMENTS 8 2.2.1 EXPECTED VALUE 8 2.2.2 VARIANCE 8 2.2.3 COVARIANCE 9 2.3 WORKING WITH SAMPLES FROM A DISTRIBUTION 9 2.3.1 SAMPLE MEAN 9 2.3.2 SAMPLE VARIANCE 10 2.3.3 SAMPLE COVARIANCE 10 2.4 STATISTICS OF RANDOM FIELDS 10 2.4.1 SAMPLE MEAN 10 2.4.2 SAMPLE VARIANCE 10 2.4.3 SAMPLE COVARIANCE 11 2.4.4 CORRELATION 11 2.5 BIAS 11 2.6 CENTRAL LIMIT THEOREM 12 3 ANALYSIS SCHEME 13 3.1 SCALAR CASE 13 3.1.1 STATE-SPACE FORMULATION 13 3.1.2 BAYESIAN FORMULATION 15 3.2 EXTENSION TO SPATIAL DIMENSIONS 16 3.2.1 BASIC FORMULATION 16 3.2.2 EULER-LAGRANGE EQUATION 17 3.2.3 REPRESENTER SOLUTION 19 3.2.4 REPRESENTER MATRIX 20 BIBLIOGRAFISCHE INFORMATIONEN HTTP://D-NB.INFO/995338817 DIGITALISIERT DURCH XII CONTENTS 3.2.5 ERROR ESTIMATE 20 3.2.6 UNIQUENESS OF THE SOLUTION 21 3.2.7 MINIMIZATION OF THE PENALTY FUNCTION 23 3.2.8 PRIOR AND POSTERIOR VALUE OF THE PENALTY FUNCTION 24 3.3 DISCRETE FORM 24 4 SEQUENTIAL DATA ASSIMILATION 27 4.1 LINEAR DYNAMICS 27 4.1.1 KALMAN FILTER FOR A SCALAR CASE 28 4.1.2 KALMAN FILTER FOR A VECTOR STATE 29 4.1.3 KALMAN FILTER WITH A LINEAR ADVECTION EQUATION 29 4.2 NONLINEAR DYNAMICS 32 4.2.1 EXTENDED KALMAN FILTER FOR THE SCALAR CASE 32 4.2.2 EXTENDED KALMAN FILTER IN MATRIX FORM 33 4.2.3 EXAMPLE USING THE EXTENDED KALMAN FILTER 35 4.2.4 EXTENDED KALMAN FILTER FOR THE MEAN 36 4.2.5 DISCUSSION 37 4.3 ENSEMBLE KALMAN FILTER 38 4.3.1 REPRESENTATION OF ERROR STATISTICS 38 4.3.2 PREDICTION OF ERROR STATISTICS 39 4.3.3 ANALYSIS SCHEME 41 4.3.4 DISCUSSION 43 4.3.5 EXAMPLE WITH A QG MODEL 44 5 VARIATIONAL INVERSE PROBLEMS 47 5.1 SIMPLE ILLUSTRATION 47 5.2 LINEAR INVERSE PROBLEM 50 5.2.1 MODEL AND OBSERVATIONS 50 5.2.2 MEASUREMENT FUNCTIONAL 51 5.2.3 COMMENT ON THE MEASUREMENT EQUATION 51 5.2.4 STATISTICAL HYPOTHESIS 52 5.2.5 WEAK CONSTRAINT VARIATIONAL FORMULATION 52 5.2.6 EXTREMUM OF THE PENALTY FUNCTION 53 5.2.7 EULER-LAGRANGE EQUATIONS 53 5.2.8 STRONG CONSTRAINT APPROXIMATION 55 5.2.9 SOLUTION BY REPRESENTER EXPANSIONS 55 5. CONTENTS XIII 6 NONLINEAR VARIATIONAL INVERSE PROBLEMS 71 6.1 EXTENSION TO NONLINEAR DYNAMICS 71 6.1.1 GENERALIZED INVERSE FOR THE LORENZ EQUATIONS 72 6.1.2 STRONG CONSTRAINT ASSUMPTION 73 6.1.3 SOLUTION OF THE WEAK CONSTRAINT PROBLEM 76 6.1.4 MINIMIZATION BY THE GRADIENT DESCENT METHOD 77 6.1.5 MINIMIZATION BY GENETIC ALGORITHMS 78 6.2 EXAMPLE WITH THE LORENZ EQUATIONS 82 6.2.1 ESTIMATING THE MODEL ERROR COVARIANCE 82 6.2.2 TIME CORRELATION OF THE MODEL ERROR COVARIANCE 83 6.2.3 INVERSION EXPERIMENTS 84 6.2.4 DISCUSSION 92 7 PROBABILISTIC FORMULATION 95 7.1 JOINT PARAMETER AND STATE ESTIMATION 95 7.2 MODEL EQUATIONS AND MEASUREMENTS 96 7.3 BAYESIAN FORMULATION 97 7.3.1 DISCRETE FORMULATION 98 7.3.2 SEQUENTIAL PROCESSING OF MEASUREMENTS 99 7.4 SUMMARY 101 8 GENERALIZED INVERSE 103 8.1 GENERALIZED INVERSE FORMULATION 103 8.1.1 PRIOR DENSITY FOR THE POORLY KNOWN PARAMETERS 103 8.1.2 PRIOR DENSITY FOR THE INITIAL CONDITIONS 104 8.1.3 PRIOR DENSITY FOR THE BOUNDARY CONDITIONS 104 8.1.4 PRIOR DENSITY FOR THE MEASUREMENTS 105 8.1.5 PRIOR DENSITY FOR THE MODEL ERRORS 105 8.1.6 CONDITIONAL JOINT DENSITY 107 8.2 SOLUTION METHODS FOR THE GENERALIZED INVERSE PROBLEM 108 8.2.1 GENERALIZED INVERSE FOR A SCALAR MODEL 108 8.2.2 EULER-LAGRANGE EQUATIONS 109 8.2.3 ITERATION IN A ILL 8.2. XJV CONTENTS 9.7.1 ENKF WITH LINEAR NOISE FREE MODEL 129 9.7.2 ENKS USING ENKF AS A PRIOR 130 9.8 EXAMPLE WITH THE LORENZ EQUATIONS 131 9.8.1 DESCRIPTION OF EXPERIMENTS 131 9.8.2 ASSIMILATION EXPERIMENT 132 9.9 DISCUSSION 137 10 STATISTICAL OPTIMIZATION 139 10.1 DEFINITION OF THE MINIMIZATION PROBLEM 139 10.1.1 PARAMETERS 140 10.1.2 MODEL 140 10.1.3 MEASUREMENTS 140 10.1.4 COST FUNCTION 141 10.2 BAYESIAN FORMALISM 141 10.3 SOLUTION BY ENSEMBLE METHODS 142 10.3.1 VARIANCE MINIMIZING SOLUTION 144 10.3.2 ENKS SOLUTION 144 10.4 EXAMPLES 145 10.5 DISCUSSION 154 11 SAMPLING STRATEGIES FOR THE ENKF 157 11.1 INTRODUCTION 157 11.2 SIMULATION OF REALIZATIONS 158 11.2.1 INVERSE FOURIER TRANSFORM 159 11.2.2 DEFINITION OF FOURIER SPECTRUM 159 11.2.3 SPECIFICATION OF COVARIANCE AND VARIANCE 160 11.3 SIMULATING CORRELATED FIELDS 162 11.4 IMPROVED SAMPLING SCHEME 163 11.4.1 THEORETICAL FOUNDATION 164 11.4.2 IMPROVED SAMPLING ALGORITHM 165 11.4.3 PROPERTIES OF THE IMPROVED SAMPLING 166 11.5 MODEL AND MEASUREMENT NOISE 168 11.6 GENERATION OF A RANDOM ORTHOGONAL MATRIX 169 11.7 EXPERIMENTS 169 11.7.1 OVERVIEW OF EXPERIMENTS 170 11.7.2 IMPACT FROM ENSEMBLE SIZE 172 11.7.3 IMPACT OF IMPROVED SAMPLING FOR THE INITIAL ENSEMBLE .. 173 11.7. CONTENTS XV 12 MODEL ERRORS 177 12.1 SIMULATION OF MODEL ERRORS 177 12.1.1 DETERMINATION OF P 177 12.1.2 PHYSICAL MODEL 178 12.1.3 VARIANCE GROWTH DUE TO THE STOCHASTIC FORCING 178 12.1.4 UPDATING MODEL NOISE USING MEASUREMENTS 182 12.2 SCALAR MODEL 182 12.3 VARIATIONAL INVERSE PROBLEM 183 12.3.1 PRIOR STATISTICS 183 12.3.2 PENALTY FUNCTION 184 12.3.3 EULER-LAGRANGE EQUATIONS 184 12.3.4 ITERATION OF PARAMETER 185 12.3.5 SOLUTION BY REPRESENTER EXPANSIONS 185 12.3.6 VARIANCE GROWTH DUE TO MODEL ERRORS 186 12.4 FORMULATION AS A STOCHASTIC MODEL 187 12.5 EXAMPLES 187 12.5.1 CASE AO 188 12.5.2 CASE AL 191 12.5.3 CASE B 191 12.5.4 CASE C 194 12.5.5 DISCUSSION 195 13 SQUARE ROOT ANALYSIS SCHEMES 197 13.1 SQUARE ROOT ALGORITHM FOR THE ENKF ANALYSIS 197 13.1.1 UPDATING THE ENSEMBLE MEAN 198 13.1.2 UPDATING THE ENSEMBLE PERTURBATIONS 198 13.1.3 PROPERTIES OF THE SQUARE ROOT SCHEME 200 13.1.4 FINAL UPDATE EQUATION 203 13.1.5 ANALYSIS UPDATE USING A SINGLE MEASUREMENT 204 13.1.6 ANALYSIS UPDATE USING A DIAGONAL C 205 13.2 EXPERIMENTS 205 13.2.1 OVERVIEW OF EXPERIMENTS 206 13.2.2 IMPACT OF THE SQUARE ROOT ANALYSIS ALGORITHM 207 14 RANK ISSUES 211 14.1 PSEUDO INVERSE OF C XVI CONTENTS 14.3.1 DERIVATION OF THE PSEUDO INVERSE 223 14.3.2 ANALYSIS SCHEMES USING A LOW-RANK C ET 224 14.4 IMPLEMENTATION OF THE ANALYSIS SCHEMES 225 14.5 RANK ISSUES RELATED TO THE USE OF A LOW-RANK C E* 226 14.6 EXPERIMENTS WITH M » N 228 14.7 VALIDITY OF ANALYSIS EQUATION 233 14.8 SUMMARY 235 15 SPURIOUS CORRELATIONS, LOCALIZATION, AND INFLATION 237 15.1 SPURIOUS CORRELATIONS 237 15.2 INFLATION 239 15.3 AN ADAPTIVE COVARIANCE INFLATION METHOD 240 15.4 LOCALIZATION 241 15.5 ADAPTIVE LOCALIZATION METHODS 242 15.6 A LOCALIZATION AND INFLATION EXAMPLE 243 16 AN OCEAN PREDICTION SYSTEM 255 16.1 INTRODUCTION 255 16.2 SYSTEM CONFIGURATION AND ENKF IMPLEMENTATION 256 16.3 NESTED REGIONAL MODELS 259 16.4 SUMMARY 260 17 ESTIMATION IN AN OIL RESERVOIR SIMULATOR 263 17.1 INTRODUCTION 263 17.2 EXPERIMENT 265 17.2.1 PARAMETERIZATION 266 17.2.2 STATE VECTOR 267 17.3 RESULTS 269 17.4 SUMMARY 272 A OTHER ENKF ISSUES 273 A.I NONLINEAR MEASUREMENTS IN THE ENKF 273 A.2 ASSIMILATION OF NON-SYNOPTIC MEASUREMENTS 275 A.3 TIME DIFFERENCE DATA 276 A.
any_adam_object 1
author Evensen, Geir
author_GND (DE-588)132448394
author_facet Evensen, Geir
author_role aut
author_sort Evensen, Geir
author_variant g e ge
building Verbundindex
bvnumber BV040136801
classification_rvk QH 234
QH 440
ZG 9100
ZG 9120
classification_tum MAT 620f
MSR 632f
ctrlnum (OCoLC)458747607
(DE-599)DNB995338817
dewey-full 519.5
dewey-hundreds 500 - Natural sciences and mathematics
dewey-ones 519 - Probabilities and applied mathematics
dewey-raw 519.5
dewey-search 519.5
dewey-sort 3519.5
dewey-tens 510 - Mathematics
discipline Geologie / Paläontologie
Technik
Mathematik
Wirtschaftswissenschaften
Mess-/Steuerungs-/Regelungs-/Automatisierungstechnik / Mechatronik
edition 2. ed.
format Book
fullrecord <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01810nam a2200517 c 4500</leader><controlfield tag="001">BV040136801</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20120625 </controlfield><controlfield tag="007">t|</controlfield><controlfield tag="008">120515s2009 gw d||| |||| 00||| eng d</controlfield><datafield tag="015" ind1=" " ind2=" "><subfield code="a">09,N31,0613</subfield><subfield code="2">dnb</subfield></datafield><datafield tag="015" ind1=" " ind2=" "><subfield code="a">09,A44,0841</subfield><subfield code="2">dnb</subfield></datafield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">995338817</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783642037108</subfield><subfield code="c">Pp. : EUR 139.05</subfield><subfield code="9">978-3-642-03710-8</subfield></datafield><datafield tag="024" ind1="3" ind2=" "><subfield code="a">9783642037108</subfield></datafield><datafield tag="028" ind1="5" ind2="2"><subfield code="a">12741908</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)458747607</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)DNB995338817</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">XA-DE-BE</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-91G</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.5</subfield><subfield code="2">22/ger</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 234</subfield><subfield code="0">(DE-625)141549:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 440</subfield><subfield code="0">(DE-625)141587:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">ZG 9100</subfield><subfield code="0">(DE-625)156025:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">ZG 9120</subfield><subfield code="0">(DE-625)156026:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">510</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 620f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">550</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MSR 632f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Evensen, Geir</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)132448394</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Data assimilation</subfield><subfield code="b">the ensemble Kalman filter</subfield><subfield code="c">Geir Evensen</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">2. ed.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin ; Heidelberg</subfield><subfield code="b">Springer</subfield><subfield code="c">2009</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XXIII, 307 S.</subfield><subfield code="b">graph. Darst.</subfield><subfield code="c">24 cm</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Literaturverz. S. 293 - 304</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Datenassimilation</subfield><subfield code="0">(DE-588)4803260-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Datenassimilation</subfield><subfield code="0">(DE-588)4803260-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield><subfield code="z">978-3-642-03711-5</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">DNB Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&amp;doc_library=BVB01&amp;local_base=BVB01&amp;doc_number=024993834&amp;sequence=000001&amp;line_number=0001&amp;func_code=DB_RECORDS&amp;service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-024993834</subfield></datafield></record></collection>
id DE-604.BV040136801
illustrated Illustrated
indexdate 2024-12-24T02:39:54Z
institution BVB
isbn 9783642037108
language English
oai_aleph_id oai:aleph.bib-bvb.de:BVB01-024993834
oclc_num 458747607
open_access_boolean
owner DE-91G
DE-BY-TUM
owner_facet DE-91G
DE-BY-TUM
physical XXIII, 307 S. graph. Darst. 24 cm
publishDate 2009
publishDateSearch 2009
publishDateSort 2009
publisher Springer
record_format marc
spellingShingle Evensen, Geir
Data assimilation the ensemble Kalman filter
Datenassimilation (DE-588)4803260-8 gnd
subject_GND (DE-588)4803260-8
title Data assimilation the ensemble Kalman filter
title_auth Data assimilation the ensemble Kalman filter
title_exact_search Data assimilation the ensemble Kalman filter
title_full Data assimilation the ensemble Kalman filter Geir Evensen
title_fullStr Data assimilation the ensemble Kalman filter Geir Evensen
title_full_unstemmed Data assimilation the ensemble Kalman filter Geir Evensen
title_short Data assimilation
title_sort data assimilation the ensemble kalman filter
title_sub the ensemble Kalman filter
topic Datenassimilation (DE-588)4803260-8 gnd
topic_facet Datenassimilation
url http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024993834&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv AT evensengeir dataassimilationtheensemblekalmanfilter