Changes between Version 7 and Version 8 of WhichFiltertouse


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Timestamp:
Feb 18, 2013, 11:58:24 AM (11 years ago)
Author:
lnerger
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  • WhichFiltertouse

    v7 v8  
    33PDAF provides several filter algorithms. Here, we provide some guidance about which filter algorithm one should use.
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    5 The filter algorithms that are currently implemented in PDAF have been used in comparison studies giving insight in the performance of different filter formulations. In particular, the Ensemble Kalman Filter (EnKF, Evensen, 1994) was compared with the SEEK and SEIK filters (Pham et al., 1998) in [PublicationsandPresentations Nerger et al. (1995)] (the links refer to the page listing the full references of the publications). The SEIK filter was then related to the ETKF (Bishop, 2002) in [PublicationsandPresentations Nerger et al. (2012)]. This study also introduced the ESTKF. [PublicationsandPresentations Nerger et al. (2006)] introduced the localized SEIK filter (LSEIK) and [PublicationsandPresentations Nerger and Gregg (2007)] added observation localization to the LSEIK filter. The local filters LETKF and LESTKF use the same localization method as the LSEIK filter.
     5The filter algorithms that are currently implemented in PDAF have been used in comparison studies giving insight in the performance of different filter formulations. In particular, the Ensemble Kalman Filter (EnKF, Evensen, 1994) was compared with the SEEK and SEIK filters (Pham et al., 1998) in [PublicationsandPresentations Nerger et al. (2005)] (the links refer to the page listing the full references of the publications). The SEIK filter was then related to the ETKF (Bishop, 2002) in [PublicationsandPresentations Nerger et al. (2012)]. This study also introduced the ESTKF. [PublicationsandPresentations Nerger et al. (2006)] introduced the localized SEIK filter (LSEIK) and [PublicationsandPresentations Nerger and Gregg (2007)] added observation localization to the LSEIK filter. The local filters LETKF and LESTKF use the same localization method as the LSEIK filter.
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    77Based on our studies, we generally recommend to use the ESTKF or its localized variant LESTKF. [PublicationsandPresentations Nerger et al. (2005)] already showed advantages of the SEIK filter over the SEEK filter and the EnKF. [PublicationsandPresentations Nerger et al. (2012)] showed that the ESTKF combines the advantages for the ETKF and the SEIK filter. In particular, the ESTKF can be used with a deterministic minimum transformation as the ETKF, but at a slightly lower computational cost. Unlike the SEIK filter, the transformation of the ensemble in the ESTKF is independent of the order of the ensemble members in the ensemble matrix. The ESTKF can also be used with a random transformation, which is often used in the SEIK filter. In this case, the matrix square root can be computed by a Cholesky decomposition, which is faster than the singular value decomposition used to compute the symmetric square root that is required for the minimum transformation. While the ESTKF provides these advantages, it is computationally not more expensive than the SEIK filter.