On asymptotic distributions of analysis characteristics for the linear data assimilation problem

DOI10.1007/s10958-016-3026-4zbMath1387.60071OpenAlexW2520068653MaRDI QIDQ341724

Konstantin P. Belyaev, Andrey A. Kuleshov, Clemente A. S. Tanajura, Natalia Tuchkova

Publication date: 17 November 2016

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-016-3026-4

zbMATH Keywords

diffusion stochastic processKalman gain matrixlinear data assimilation problem

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Uses Software

• EnKF
• HYCOM

Cites Work

• A sequential data assimilation method based on the properties of a diffusion-type process
• A numerical technique for geophysical data assimilation problems using Pontryagin’s principle and splitting-up method
• Numerical algorithm of data assimilation based on splitting and adjoint equation methods

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