Fast recursive reconstruction of large time varying multidimensional fields
نویسندگان
چکیده
We develop computationally fast and storage e cient implementations for the Kalman-Bucy lter (KBf) for data assimilation problems with large time varying multidimensional elds. We refer to them as the block KBf (bKBf) and the localized block KBf (lbKBf). For elds de ned on a 2D lattice of linear dimension I, the bKBf reduces the computational complexity of the KBf by O(I). The lbKBf saves further on computations by a factor of I and decreases the storage requirements by O(I). We illustrate the lbKBf in assimilating satellite measurements in physical oceanography, presenting simulations for an equatorial beta plane.
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تاریخ انتشار 1997