The search result changed since you submitted your search request. Documents might be displayed in a different sort order.
  • search hit 23 of 69
Back to Result List

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.

Export metadata

Additional Services

Search Google Scholar Statistics
Metadaten
Author details: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
Publication type:Article
Language:English
Year of first publication:2009
Publication year:2009
Release date:2017/03/25
Source:Quarterly journal of the Royal Meteorological Society. - ISSN 0035-9009. - 135 (2009), 643, S. 1560 - 1572
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik
Peer review:Referiert
Accept ✔
This website uses technically necessary session cookies. By continuing to use the website, you agree to this. You can find our privacy policy here.