A Knowledge-Aided Robust Ensemble Kalman Filter Algorithm for Non-Linear and Non-Gaussian Large Systems

This work proposes a robust and non-Gaussian version of the shrinkage-based knowledge-aided EnKF implementation called Ensemble Time Local H_∞ Filter Knowledge-Aided (EnTLHF-KA). The EnTLHF-KA requires a target covariance matrix to integrate previously obtained information and knowledge directly into the data assimilation (DA). The...

An efficient ensemble Kalman Filter implementation via shrinkage covariance matrix estimation: exploiting prior knowledge

In this paper, we propose an efficient and practical implementation of the ensemble Kalman filter via shrinkage covariance matrix estimation. Our filter implementation combines information brought by an ensemble of model realizations, and that based on our prior knowledge about the dynamical system of interest. We perform the combination of...

Data assimilation for volcanic ash plumes using a satellite observational operator: A case study on the 2010 Eyjafjallajokull volcanic eruption

Using data assimilation (DA) to improve model forecast accuracy is a powerful approach that requires available observations. Infrared satellite measurements of volcanic ash mass loadings are often used as input observations for the assimilation scheme. However, because these primary satellite-retrieved data are often two-dimensional (2-D) and...

The ensemble particle filter (EnPF) in rainfall-runoff models

Rainfall-runoff models play a very important role in flood forecasting. However, these models contain large uncertainties caused by errors in both the model itself and the input data. Data assimilation techniques are being used to reduce these uncertainties. The ensemble Kalman filter (EnKF) and the particle filter (PF) both have their own...

Storm surge prediction using Kalman filtering

In this study the theory of Kalman filtering has been employed to develop a new method for predicting water-levels along the Dutch coast. The combination of the standard Kalman filter with a non-linear tidal model of the entire North Sea is, from a computational point of view, not (yet) feasible. Therefore, in this investigation two different...

Kalman filters for the description and prediction of tidal motion: An evaluation of the 1-D approach in the Dutch coastal area

This report gives an exposition of the applications Kalman filters and the related nonlinear filters offer when used in models describing tidal motion in seas and estuaries. In addition to methods that are generally used in this field, for example deterministic and black-box models, Kalman filters can provide significant contributions in...