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https://repositorio.ufba.br/handle/ri/13225
Tipo: | Artigo de Periódico |
Título: | A sequential data assimilation method based on the properties of a diffusion-type process |
Título(s) alternativo(s): | Applied Mathematical Modelling |
Autor(es): | Tanajura, Clemente Augusto Souza Belyaev, Konstantin Pavlovich |
Autor(es): | Tanajura, Clemente Augusto Souza Belyaev, Konstantin Pavlovich |
Abstract: | Data assimilation method, as commonly used in numerical ocean and atmospheric circulation models, produces an estimation of state variables in terms of stochastic processes. This estimation is based on limit properties of a diffusion-type process which follows from the convergence of a sequence of Markov chains with jumps. The conditions for this convergence are investigated. The optimisation problem and the optimal filtering problem associated with the search of the best possible approximation of the true state variable are posed and solved. The results of a simple numerical experiment are discussed. It is shown that the proposed data assimilation method works properly and can be used in practical applications, particularly in meteorology and oceanography. |
Palavras-chave: | Sequence of Markov chains Diffusion stochastic process Data assimilation methods Optimal filtering |
URI: | http://www.repositorio.ufba.br/ri/handle/ri/13225 |
Data do documento: | 2009 |
Aparece nas coleções: | Artigo Publicado em Periódico (FIS) |
Arquivos associados a este item:
Arquivo | Descrição | Tamanho | Formato | |
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1-s2.0-S0307904X08001388-main.pdf Restricted Access | 294,12 kB | Adobe PDF | Visualizar/Abrir Solicitar uma cópia |
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