Citation: | Shen Zheqi, Tang Youmin, Gao Yanqiu. The theoretical framework of the ensemble-based data assimilation method and its prospect in oceanic data assimilation[J]. Haiyang Xuebao, 2016, 38(3): 1-14. doi: 10.3969/j.issn.0253-4193.2016.03.001 |
Yan C,Zhu J,Xie J. An ocean reanalysis system for the joining area of Asia and Indian-Pacific ocean[J]. Atmos Oceanic Sci Lett,2010,3(2):81-86.
|
Han G,Li W,Zhang X,et al. A regional ocean reanalysis system for coastal waters of China and adjacent seas[J]. Advances in Atmospheric Sciences,2011,28(3):682-690.
|
马建文,秦思娴. 数据同化算法研究现状综述[J]. 地球科学进展,2012,27(7):747-757. Ma Jianwen,Qin Sixian. Recent advances and development of data assimilation algorithms[J]. Advances in Earth Science,2012,27(7):747-757.
|
李宏,许建平. 资料同化技术的发展及其在海洋科学中的应用[J]. 海洋通报,2011,30(4):463-472. Li Hong,Xu Jianpin. Development of data assimilation and its application in ocean science[J]. Marine Science Bulletin,2011,30(4):463-472.
|
Courtier P,Andersson E,Heckley W,et al. The ECMWF implementation of three-dimensional variational assimilation (3D-Var). I:Formulation[J]. Quarterly Journal of the Royal Meteorological Society,1998,124(550):1783-1807.
|
Le Dimet F X,Talagrand O. Variational algorithms for analysis and assimilation of meteorological observations:theoretical aspects[J]. Tellus A,1986,38(2):97-110.
|
Evensen G. Sequential data assimilation with a nonlinear quasi-geostrophic model using Monte Carlo methods to forecast error statistics[J]. Journal of Geophysical Research:Oceans (1978-2012),1994,99(C5):10143-10162.
|
Gelb A. Applied optimal estimation[M]. Boston:The MIT Press,1974.
|
Evensen G. The ensemble Kalman filter:Theoretical formulation and practical implementation[J]. Ocean Dynamics,2003,53(4):343-367.
|
Kalnay E. Atmospheric modeling,data assimilation,and predictability[M]. Cambridge:Cambridge University Press,2003.
|
Park S K,Xu L. Data Assimilation for Atmospheric,Oceanic and Hydrologic Applications (Vol. Ⅱ)[M]. Berlin:Springer Science & Business Media,2013.
|
Burgers G,Van Leeuwen P J,Evensen G. Analysis scheme in the ensemble Kalman filter[J]. Monthly Weather Review,1998,126(6):1719-1724.
|
刘成思,薛纪善. 关于集合Kalman滤波的理论和方法的发展[J]. 热带气象学报,2005,21(6):628-633. Liu Chengsi,Xue Jishan. The ensemble Kalman filter theory and method development[J]. Journal of Tropical Meteorology,2005,21(6):628-633.
|
Gillijns S,Mendoza O B,Chandrasekar J,et al. What is the ensemble Kalman filter and how well does it work?[C]//Proceedings of the American Control Conference,2006. Minneapolis,Minnesota,USA,2006.
|
Bengtsson T,Snyder C,Nychka D. Toward a nonlinear ensemble filter for high-dimensional systems[J]. Journal of Geophysical Research,2003,108(D24):8775.
|
Moradkhani H,Hsu K L,Gupta H,et al. Uncertainty assessment of hydrologic model states and parameters:Sequential data assimilation using the particle filter[J]. Water Resources Research,2005,41(5):W05012.
|
毕海芸,马建文. 粒子滤波算法在数据同化中的应用研究进展[J]. 遥感技术与应用,2014,29(5):701-710. Bi Haiyun,Ma Jianwen. Advances in the study of partcile filter in data assimilation[J]. Remote Sensing Technology and Application,2014,29(5):701-710.
|
Kalman R E. A new approach to linear filtering and prediction problems[J]. Journal of basic Engineering,1960,82(1):35-45.
|
Bishop C H,Etherton B J,Majumdar S J. Adaptive sampling with the ensemble transform Kalman filter. Part Ⅰ:Theoretical aspects[J]. Monthly Weather Review,2001,129(3):420-436.
|
Anderson J L. An ensemble adjustment Kalman filter for data assimilation[J]. Monthly Weather Review,2001,129(12):2884-2903.
|
Tippett M K,Anderson J L,Bishop C H,et al. Ensemble square root filters[J]. Monthly Weather Review,2003,131(7):1485-1490.
|
Li H,Kalnay E,Miyoshi T. Simultaneous estimation of covariance inflation and observation errors within an ensemble Kalman filter[J]. Quarterly Journal of the Royal Meteorological Society,2009,135(639):523-533.
|
Miyoshi T. The Gaussian approach to adaptive covariance inflation and its implementation with the local ensemble transform Kalman filter[J]. Monthly Weather Review,2011,139(5):1519-1535.
|
Zheng X,Wu G,Zhang S,et al. Using analysis state to construct a forecast error covariance matrix in ensemble Kalman filter assimilation[J]. Advances in Atmospheric Sciences,2013,30(5):1303-1312.
|
Shu Y,Zhu J,Wang D,et al. Assimilating remote sensing and in situ observations into a coastal model of northern South China Sea using ensemble Kalman filter[J]. Continental Shelf Research,2011,31(6):S24-S36.
|
Hunt B R,Kostelich E J,Szunyogh I. Efficient data assimilation for spatiotemporal chaos:A local ensemble transform Kalman filter[J]. Physica D:Nonlinear Phenomena,2007,230(1):112-126.
|
Flowerdew J. Towards a theory of optimal localisation[J]. Tellus A,2015,67,25257.
|
Perianez A,Reich H,Potthast R. Optimal localization for ensemble Kalman filter systems[J]. 気象集誌第2輯,2014,92(6):585-597.
|
Houtekamer P L,Mitchell H L,Pellerin G,et al. Atmospheric data assimilation with an ensemble Kalman filter:Results with real observations[J]. Monthly Weather Review,2005,133(3):604-620.
|
Buehner M, Charette C, He B, et al. Intercomparison of 4-D Var and EnKF systems for operational deterministic NWP[R]. WWRP/THORPEX Workshop on 4D-VAR and Ensemble Kalman Filter Intercomparisons. Buenos Aires, 2008.
|
Samuelsen A,Bertino L,Hansen C. Impact of data assimilation of physical variables on the spring bloom from TOPAZ operational runs in the North Atlantic[J]. Ocean Science,2009,5(4):635-647.
|
Chassignet E P,Hurlburt H E,Metzger E J,et al. U.S. GODAE:Global Ocean Prediction With the HYbrid Coordinate Ocean Model (HYCOM)[J]. Oceanography,2009,22(2):64-75.
|
Bocquet M,Pires C A,Wu L. Beyond gaussian statistical modeling in geophysical data assimilation[J]. Monthly Weather Review,2010,138(8):2997-3023.
|
Han X,Li X. An evaluation of the nonlinear/non-Gaussian filters for the sequential data assimilation[J]. Remote Sensing of Environment,2008,112(4):1434-1449.
|
Van Leeuwen P J. A variance-minimizing filter for large-scale applications[J]. Monthly Weather Review,2003,131(9):2071-2084.
|
Van Leeuwen P J. Particle filtering in geophysical systems[J]. Monthly Weather Review,2009,137(12):4089-4114.
|
Hammersley J M,Handscomb D C. Monte carlo methods[M]. London:Methuen Publishing,1964.
|
Gordon N J,Salmond D J,Smith A F. Novel approach to nonlinear/non-Gaussian Bayesian state estimation[J]. Proceedings of the IEEE,1993,140(2):107-113.
|
Capp O,Godsill S J,Moulines E. An overview of existing methods and recent advances in sequential Monte Carlo[J]. Proceedings of the IEEE,2007,95(5):899-924.
|
Douc R,Capp O. Comparison of resampling schemes for particle filtering[C]//Proceedings of the 4th International Symposium on Image and Signal Processing and Analysis,ISPA05. Zagreb,Criatia,2005:64-69.
|
Kotecha J H,Djuric P M. Gaussian sum particle filtering[J]. Signal Processing,IEEE Transactions on,2003,51(10):2602-2612.
|
Kotecha J H,Djuric P M. Gaussian particle filtering[J]. Signal Processing,IEEE Transactions on,2003,51(10):2592-2601.
|
Xiong X,Navon I M,Uzunoglu B. A note on the particle filter with posterior Gaussian resampling[J]. Tellus A,2006,58(4):456-460.
|
Nakano S,Ueno G,Higuchi T. Merging particle filter for sequential data assimilation[J]. Nonlinear Processes in Geophysics,2007,14(4):395-408.
|
Snyder C,Bengtsson T,Bickel P,et al. Obstacles to high-dimensional particle filtering[J]. Monthly Weather Review,2008,136(12):4629-4640.
|
Daum F, Huang J. Curse of dimensionality and particle filters[C]//Proceedings of the Aerospace Conference,, IEEE. Newport, 2003.
|
Snyder C. Particle filters,the "optimal" proposal and high-dimensional systems[C]//Proceedings of the ECMWF Seminar on Data Assimilation for Atmosphere and Ocean,2011.
|
Diard J, Bessiere P, Mazer E. A survey of probabilistic models using the bayesian programming methodology as a unifying framework[C]//The Second International Conference on Computational Intelligence, Robotics and Autonomous Systems. France, 2003.
|
李新,摆玉龙. 顺序数据同化的Bayes滤波框架[J]. 地球科学进展,2010,25(5):515-522. Li Xin,Ba Yulong. A Bayesian filter framework for sequential data assimilation[J]. Advances in Earth Science,2010,25(5):515-522.
|
Chen Z. Bayesian filtering:From Kalman filters to particle filters,and beyond[J]. Statistics,2003,182(1):1-69.
|
Houtekamer P L,Mitchell H L. A sequential ensemble Kalman filter for atmospheric data assimilation[J]. Monthly Weather Review,2001,129(1):123-137.
|
Tang Y,Ambandan J,Chen D. Nonlinear measurement function in the ensemble Kalman filter[J]. Advances in Atmospheric Sciences,2014,31(3):551-558.
|
Yang C,Min J,Tang Y. Evaluation of two modified Kalman gain algorithms for radar data assimilation in the WRF model[J]. Tellus A,2015,67,25950.
|
Crisan D,Doucet A. A survey of convergence results on particle filtering methods for practitioners[J]. Signal Processing,IEEE Transactions on,2002,50(3):736-746.
|
Le Gland F,Monbet V,Tran V-D. Large sample asymptotics for the ensemble Kalman filter[M]//Crisan D. The Oxford Handbook of Nonlinear Filtering. Oxford:Oxford University Press,2009:598-634.
|
Anderson J L. Ensemble Kalman filters for large geophysical applications[J]. Control Systems,IEEE,2009,29(3):66-82.
|
Lorenz E N. Deterministic nonperiodic flow[J]. Journal of the Atmospheric Sciences,1963,20(2):130-141.
|
Lorenz E N. Predictability:A problem partly solved[C]//Proceedings of the Seminar on Predictability. UK,1996.
|
Morzfeld M,Tu X,Atkins E,et al. A random map implementation of implicit filters[J]. Journal of Computational Physics,2012,231(4):2049-2066.
|
Doucet A,Godsill S,Andrieu C. On sequential Monte Carlo sampling methods for Bayesian filtering[J]. Statistics and Computing,2000,10(3):197-208.
|
Papadakis N,M Min E,Cuzol A,et al. Data assimilation with the weighted ensemble Kalman filter[J]. Tellus A,2010,62(5):673-697.
|
Beyou S,Cuzol A,Gorthi S S,et al. Weighted ensemble transform kalman filter for image assimilation[J]. Tellus A,2013,65,18803.
|
Nakano S Y. Hybrid algorithm of ensemble transform and importance sampling for assimilation of non-Gaussian observations[J]. Tellus A,2014,66.
|
Frei M,Kunsch H R. Bridging the ensemble Kalman and particle filters[J]. Biometrika,2013,100(4):781-800.
|
Shen Z,Tang Y. A modified ensemble Kalman particle filter for non-Gaussian systems with nonlinear measurement functions[J]. Journal of Advances in Modeling Earth Systems,2015,7(1):50-66.
|
Van Leeuwen P J. Nonlinear data assimilation in geosciences:an extremely efficient particle filter[J]. Quarterly Journal of the Royal Meteorological Society,2010,136(653):1991-1999.
|
Ades M,Van Leeuwen P J. An exploration of the equivalent weights particle filter[J]. Quarterly Journal of the Royal Meteorological Society,2013,139(672):820-840.
|
Ades M,Van Leeuwen P J. The equivalent-weights particle filter in a high-dimensional system[J]. Quarterly Journal of the Royal Meteorological Society,2015,141(687):484-503.
|
Chorin A J,Morzfeld M,Tu X. Implicit particle filters for data assimilation[J]. Communications in Applied Mathematics and Computational Science,2010,5(2):221-240.
|
Luo X,Hoteit I. Efficient particle filtering through residual nudging[J]. Quarterly Journal of the Royal Meteorological Society,2014,140(679):557-572.
|
万莉颖. 集合同化方法在太平洋海洋高度计资料同化中的应用研究[D]. 北京:中国科学院大气物理研究所,2006. Wan Liying. Ensemble methods and applications to altimetry data assimilation in the Pacific[D]. Beijing:Institute of Atmospheric Physics,Chinese Academy of Science,2006.
|
Deng Z, Tang Y. The retrospective prediction of ENSO from 1881 to 2000 by a hybrid coupled model:(II) Interdecadal and decadal variations in predictability[J].Climate dynamics, 2009, 32(2/3):415-428.
|
Haugen V E,Evensen G. Assimilation of SLA and SST data into an OGCM for the Indian Ocean[J]. Ocean Dynamics,2002,52(3):133-151.
|
Arulampalam M S,Maskell S,Gordon N,et al. A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian tracking[J]. Signal Processing,IEEE Transactions on,2002,50(2):174-188.
|