Ensemble propagation and continuous matrix factorization algorithms
- We consider the problem of propagating an ensemble of solutions and its characterization in terms of its mean and covariance matrix. We propose differential equations that lead to a continuous matrix factorization of the ensemble into a generalized singular value decomposition (SVD). The continuous factorization is applied to ensemble propagation under periodic rescaling (ensemble breeding) and under periodic Kalman analysis steps (ensemble Kalman filter). We also use the continuous matrix factorization to perform a re-orthogonalization of the ensemble after each time-step and apply the resulting modified ensemble propagation algorithm to the ensemble Kalman filter. Results from the Lorenz-96 model indicate that the re-orthogonalization of the ensembles leads to improved filter performance.
| Verfasserangaben: | Kay Bergemann, Georg Gottwald, Sebastian ReichORCiDGND |
|---|---|
| URL: | http://onlinelibrary.wiley.com/journal/10.1002/%28ISSN%291477-870X |
| DOI: | https://doi.org/10.1002/qj.457 |
| ISSN: | 0035-9009 |
| Publikationstyp: | Wissenschaftlicher Artikel |
| Sprache: | Englisch |
| Jahr der Erstveröffentlichung: | 2009 |
| Erscheinungsjahr: | 2009 |
| Datum der Freischaltung: | 25.03.2017 |
| Quelle: | Quarterly journal of the Royal Meteorological Society. - ISSN 0035-9009. - 135 (2009), 643, S. 1560 - 1572 |
| Organisationseinheiten: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik |
| Peer Review: | Referiert |
