A THEORETICAL STUDY ON SIMPLIFIED KALMAN FILTER IN DATA ASSIMILATION

作     者：MaZhai-pu HuangDa-ji ZhangBen-zhao 

作者机构：DepartmentofMechanicsZhejiangUniversityHangzhou310027ChinaLaboratoryofOceanDynamicPrecessesandsatelliteOceangoraphySecondInstituteofOceangoraphyStateOceanicAdministrationHangzhou310012China LaboratoryofOceanDynamicPrecessesandsatelliteOceangoraphySecondInstituteofOceangoraphyStateOceanicAdministrationHangzhou310012China DepartmentofMechanicsZhejiangUniversityHangzhou310027China 

出 版 物：《Journal of Hydrodynamics》 (水动力学研究与进展B辑（英文版）)

年 卷 期：2003年第15卷第2期

页      面：37-42页

核心收录：

学科分类：0711[理学-系统科学] 07[理学] 08[工学] 080401[工学-精密仪器及机械] 0804[工学-仪器科学与技术] 080402[工学-测试计量技术及仪器] 

基　　金：ProjectsupportedbytheNationalNaturalScienceForndationofChina(Grant.No:40076010) NationalKeyBasicReserchandDevelopmentPlaninChina.(G19990 4 370 1) 

主　　题：kalman filter, data assimilation eigende-composition 

摘      要：In this paper, we put forward a new method to reduce the calculation amountof the gain matrix of Kalman filter in data assimilation. We rewrite the vector describing the totalstate variables with two vectors whose dimensions are small and thus obtain the main parts and thetrivial parts of the state variables. On the basis of the rewrittten formula, we not only develop areduced Kalman filter scheme, but also obtain the transition equations about truncation errors, withwhich the validity of the main parts acting for the total state variables can be evaluatedquantitatively. The error transition equations thus offer an indirect testimony to the rationalityof the main parts.