Online Estimation of Colored Observation Noise Parameters within an Ensemble Kalman Filtering Framework

Keyphrases

• Ensemble Kalman Filter (EnKF) 100%
• Filtering Framework 100%
• Observation Noise 100%
• Noise Parameters 100%
• Online Estimation 100%
• Autoregressive Model 60%
• Noise Awareness 40%
• Data Assimilation 20%
• System State 20%
• Numerical Experiments 20%
• Lorenz-96 Model 20%
• Filtering Scheme 20%
• Performance-based 20%
• Variational Bayesian Inference 20%
• Unknown Statistics 20%
• State Augmentation 20%
• Augmentation Approach 20%
• Covariance Parameters 20%
• Transfer Matrix 20%
• Temporal Coverage 20%
• First-order Autoregressive Model 20%
• Observational Network 20%
• Model Transfer 20%
• Noise Covariance 20%
• Model Noise 20%

Engineering

• Observation Noise 100%
• Filtration 100%
• Numerical Experiment 20%
• Bayesian Approach 20%
• System State 20%
• Dimensional System 20%
• Demonstrates 20%

Computer Science

• Kalman Filtering 100%
• And-States 33%
• Dimensional System 33%
• Bayesian Approach 33%