The Maximum Likelihood Ensemble Filter (MLEF) is a control theory based ensemble data assimilation algorithm. The MLEF is presented and its basic equations discussed. Its relation to Kalman filtering is examined, indicating that the MLEF can be viewed as a nonlinear extension of the Kalman filter in the sense that it reduces to the standard Kalman filter for linear operators and Gaussian Probab...

Abstract: Polymer processes often contain state variables whose distributions are multimodal; in addition, the models for these processes are often complex and nonlinear with uncertain parameters. This presents a challenge for Kalman-based state estimators such as the ensemble Kalman filter. We develop an estimator based on a Gaussian mixture model (GMM) coupled with the ensemble Kalman filter ...

[1] We describe how assimilation of radiation belt data with a simple radial diffusion code can be used to identify and adjust for unknown physics in the model. We study the dropout and the following enhancement of relativistic electrons during a moderate storm on 25 October 2002. We introduce a technique that uses an ensemble Kalman filter and the probability distribution of the forecast ensem...

We modify the local ensemble Kalman filter (LEKF) to incorporate the effect of forecast model bias. The method is based on augmentation of the atmospheric state by estimates of the model bias, and we consider different ways of modeling (i.e. parameterizing) the model bias. We evaluate the effectiveness of the proposed augmented state ensemble Kalman filter through numerical experiments incorpor...

We present a statistical dynamical Kalman filter and compare its performance to deterministic ensemble square root and stochastic ensemble Kalman filters for error covariance modeling with applications to data assimilation. Our studies compare assimilation and error growth in barotropic flows during a period in 1979 in which several large scale atmospheric blocking regime transitions occurred i...

the error of inertial navigation systems increase versus time, therefore for achieving higher accuracy specially in long time navigations we have to use an aiding system. global positioning system is the best aiding system in this case. in this paper we first simulate a gps and ins; then simulate tightly integration and finally review adaptation method of kalman filtering a fuzzy adaptive kalma...