Variational Ensemble Kalman Filter And Simulation

The concept of filtering, was introduced in early and the application of filtering osmosis in various fields. In the process of application of filter is also constantly updated and has been spread to the broader domain. The 1960 Kalman gave filtering playinga important role. Kalman filtering is applied widely because of its simple theory, and was quickly accepted by the researchers.Kalman filter likes other filter, used to deal with the noise or interference in the system modeling. Kalman filter research from linear to nonlinear, from single to complex, from theory to practice. In this process it has produced many different Kalman filtering model. Including thesimple linear Kalman filtering; Extended to nonlinear cases, the extended Kalman filter. This paper involved the study of nonlinear Kalman filter, on the basis of the extended Kalman filter, is proved that the variational Kalman filtering,and ensemble Kalman filtering. In the final we analysis discussion combined with the advantages of both.It called variational ensemble Kalman filter.The article research on nonlinear Kalman filter can be divided into five parts. First, through to the research background, research status and research significance of discussion at home and abroad, gives a good groundwork for the Kalman research. The second part mainly introduces the basic concepts in the process of research as well as the basic structure of Kalman filter, and expounds the thought of linear Kalman filtering.It laid a solid foundation for the third part. The fourth part is the core part of the article, this part based on the extended Kalman filtering, ensemble Kalman filtering and varitional Kalman filter as the guidance, puts forward a new Kalman filtering, variational ensemble Kalman filter. The fourth part is the application of the third part, using simulation technique. The simulation results illustrate the usefulness of the Kalman filter andnew model. The last part is the summary of the full text, and elaborated this article more completely.