The maximum likelihood ensemble filter performances in chaotic systems
Discipline
Earth and related Environmental sciences
Subject
MLEF
Kaplan-Yorke dimension
Audience
General Public
Scientific
Date
2009Publisher
IRM
KMI
RMI
Metadata
Show full item recordDescription
The performance of the maximum likelihood ensemble filter (MLEF), is investigated in the context of generic systems featuring the essential ingredients of unstable dynamics and on a spatially extended system displaying chaos. The main objective is to clarify the response of the filter to different regimes of motion and highlighting features which may help its optimization in more realistic applications. It is found that, in view of the minimization procedure involved in the filter analysis update, the algorithm provides accurate estimates even in the presence of prominent non-linearities. Most importantly, the filter ensemble size can be designed in connection to the properties of the system attractor (Kaplan–Yorke dimension), thus facilitating the filter setup and limiting the computational cost by using an optimal ensemble. As a corollary, this latter finding indicates that the ensemble perturbations in the MLEF reflect the intrinsic system error dynamics rather than a sampling of realizations of an unknown error covariance.
Citation
Carrassi, A.; Vannitsem, S.; Zupanski, D.; Zupanski, M. (2009). The maximum likelihood ensemble filter performances in chaotic systems. , Issue Tellus, 61A, 587-600, IRM,Identifiers
Type
Article
Peer-Review
Not pertinent
Language
eng