Assimilation techniques (5): Approximate Kalman Filters and Singular Vectors

TitleAssimilation techniques (5): Approximate Kalman Filters and Singular Vectors
Publication TypeEducation material
Date Published2002
Secondary TitleMeteorological Training Course Lecture Series
AuthorFisher, M
PublisherECMWF
Keywordslecture notes, NWP
Abstract
Contents

 

  1. Introduction
  2. Why is the Kalman filter impractical for very large systems?
  3. The ensemble Kalman filter
  4. Subspaces, projections and Hessian singular vectors
  5. The ECMWF reduced-rank Kalman filter
  6. Examples
  7. References

 

URLhttps://www.ecmwf.int/node/16934
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