Data assimilation with ensemble Kalman filters (EnKF) for non-linear dynamical systems implies some refinements of the base algorithm to get good overall filtering performances, even more when the system's dimension increases. Forecast quality indicators such as « Forecast Sensitivy Observation Impact » ones (FSOI) allows for improvements of the base algorithm. By following their insights this thesis aims to use and compare new FSOI-inspired indicators to establish assimilation strategies that consist in dynamicaly managing analysis steps instants as well as the number of observations assimilated at each analysis step. A priori indicators are computed at an observation's arrival while a posteriori ones are computed after the analysis step. ...
The background error covariance matrix, B, is often used in variational data assimilation for numeri...
Data assimilation (DA) combines model forecasts with real-world observations to achieve an optimal e...
The different variants of current ensemble square-root Kalman filters assimilate either all observat...
Le filtrage par filtre de Kalman d'ensemble (EnKF) pour des systèmes dynamiques non-linéaires nécess...
This thesis is concerned with the data assimilation methods which combine the dynamical model with t...
a. Ensemble of perturbed assimilations versus deterministic square-root filters The principles of en...
In this contribution, the problem of data assimilation as state estimation for dynamical systems und...
Operational forecasting with simulation models involves the melding of observations and model dynami...
The ensemble Kalman filter (EnKF) is a 4-dimensional data-assimilation method that uses a Monte-Carl...
Cette thèse porte sur les méthodes d'assimilation de données, qui consistent à combiner des informat...
In this paper the application of the Data Assimilation method based on Ensemble Kalman Filter to for...
This dissertation deals with aspects of sequential data assimilation (in particular ensemble Kalman ...
The analysis correction made by data assimilation (DA) can introduce model shock or artificial signa...
A 4-dimensional ensemble Kalman filter method (4DEnKF), which adapts ensemble Kalman filtering to th...
A new method to quantify the nonlinearity of data assimilation problems is proposed. The method incl...
The background error covariance matrix, B, is often used in variational data assimilation for numeri...
Data assimilation (DA) combines model forecasts with real-world observations to achieve an optimal e...
The different variants of current ensemble square-root Kalman filters assimilate either all observat...
Le filtrage par filtre de Kalman d'ensemble (EnKF) pour des systèmes dynamiques non-linéaires nécess...
This thesis is concerned with the data assimilation methods which combine the dynamical model with t...
a. Ensemble of perturbed assimilations versus deterministic square-root filters The principles of en...
In this contribution, the problem of data assimilation as state estimation for dynamical systems und...
Operational forecasting with simulation models involves the melding of observations and model dynami...
The ensemble Kalman filter (EnKF) is a 4-dimensional data-assimilation method that uses a Monte-Carl...
Cette thèse porte sur les méthodes d'assimilation de données, qui consistent à combiner des informat...
In this paper the application of the Data Assimilation method based on Ensemble Kalman Filter to for...
This dissertation deals with aspects of sequential data assimilation (in particular ensemble Kalman ...
The analysis correction made by data assimilation (DA) can introduce model shock or artificial signa...
A 4-dimensional ensemble Kalman filter method (4DEnKF), which adapts ensemble Kalman filtering to th...
A new method to quantify the nonlinearity of data assimilation problems is proposed. The method incl...
The background error covariance matrix, B, is often used in variational data assimilation for numeri...
Data assimilation (DA) combines model forecasts with real-world observations to achieve an optimal e...
The different variants of current ensemble square-root Kalman filters assimilate either all observat...