On stability of the partial singular value decomposition filter for stable and unstable dynamics
نویسندگان
چکیده
Stability of the Partial Singular Value Decomposition Filter (PSF) [1] for solving the filtering problems in high dimensional systems is studied from the point of view of the theory of reduced-order adaptive filters (ROAF) [2]. The question on modification of the structure of the PSF for adaptation purpose is also addressed. Numerical examples as well as twin-experiments for assimilation in the oceanic model MICOM using the satellite data are presented to illustrate the theory and the efficiency of the PSF.
منابع مشابه
Approximate Data Assimilation Schemes for Stable and Unstable Dynamics *
Two suboptimal data assimilation schemes for stable and unstable dynamics are introduced. The rst scheme, the partial singular value decomposition lter, is based on the most dominant singular modes of the tangent linear propagator. The second scheme, the partial eigendecomposition lter, is based on the most dominant eigenmodes of the propagated analysis error covariance matrix. Both schemes rel...
متن کاملبهبود روش انتگرالگیری دقیق مرتبه اول برای تحلیل دینامیکی سازهها با معکوسسازی ماتریس حالت
For solving the dynamic equilibrium equation of structures, several second-order numerical methods have so far been proposed. In these algorithms, conditional stability, period elongation, amplitude error, appearance of spurious frequencies and dependency of the algorithms to the time steps are the crucial problems. Among the numerical methods, Newmark average acceleration algorithm, regardl...
متن کاملFeature Extraction of Visual Evoked Potentials Using Wavelet Transform and Singular Value Decomposition
Introduction: Brain visual evoked potential (VEP) signals are commonly known to be accompanied by high levels of background noise typically from the spontaneous background brain activity of electroencephalography (EEG) signals. Material and Methods: A model based on dyadic filter bank, discrete wavelet transform (DWT), and singular value decomposition (SVD) was developed to analyze the raw data...
متن کاملSingular Value Decomposition based Steganography Technique for JPEG2000 Compressed Images
In this paper, a steganography technique for JPEG2000 compressed images using singular value decomposition in wavelet transform domain is proposed. In this technique, DWT is applied on the cover image to get wavelet coefficients and SVD is applied on these wavelet coefficients to get the singular values. Then secret data is embedded into these singular values using scaling factor. Different com...
متن کاملEvaluation the Mean Performance and Stability of Lentil Genotypes by Combining Features of AMMI and BLUP Techniques
In this research, 12 selective advanced genotypes of lentil with Kimia and Gachsaran checks were grown for three growing years (2010-2013) in four locations including Gachsaran, Gonbad, Khoramabad and Moghan using randomized complete block design with three replicates in each location. The heatmap plot indicated the variation of seed yield of genotypes in different environments. Mosaic plot sho...
متن کامل