A sequential data assimilation method based on the properties of a diffusion-type process

Detalhes bibliográficos
Autor(a) principal: Tanajura, Clemente Augusto Souza
Data de Publicação: 2009
Outros Autores: Belyaev, Konstantin Pavlovich
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional da UFBA
Texto Completo: http://www.repositorio.ufba.br/ri/handle/ri/13225
Resumo: Texto completo: acesso restrito. p. 2165-2174
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spelling Tanajura, Clemente Augusto SouzaBelyaev, Konstantin PavlovichTanajura, Clemente Augusto SouzaBelyaev, Konstantin Pavlovich2013-10-15T15:15:50Z20090307-904Xhttp://www.repositorio.ufba.br/ri/handle/ri/13225v. 33, n. 5Texto completo: acesso restrito. p. 2165-2174Data assimilation method, as commonly used in numerical ocean and atmospheric circulation models, produces an estimation of state variables in terms of stochastic processes. This estimation is based on limit properties of a diffusion-type process which follows from the convergence of a sequence of Markov chains with jumps. The conditions for this convergence are investigated. The optimisation problem and the optimal filtering problem associated with the search of the best possible approximation of the true state variable are posed and solved. The results of a simple numerical experiment are discussed. It is shown that the proposed data assimilation method works properly and can be used in practical applications, particularly in meteorology and oceanography.Submitted by Suelen Reis (suziy.ellen@gmail.com) on 2013-10-11T14:25:26Z No. of bitstreams: 1 1-s2.0-S0307904X08001388-main.pdf: 301177 bytes, checksum: de0ed51b14b776abc5fe954bdce17167 (MD5)Approved for entry into archive by Rodrigo Meirelles(rodrigomei@ufba.br) on 2013-10-15T15:15:50Z (GMT) No. of bitstreams: 1 1-s2.0-S0307904X08001388-main.pdf: 301177 bytes, checksum: de0ed51b14b776abc5fe954bdce17167 (MD5)Made available in DSpace on 2013-10-15T15:15:50Z (GMT). No. of bitstreams: 1 1-s2.0-S0307904X08001388-main.pdf: 301177 bytes, checksum: de0ed51b14b776abc5fe954bdce17167 (MD5) Previous issue date: 2009http://dx.doi.org/10.1016/j.apm.2008.05.021reponame:Repositório Institucional da UFBAinstname:Universidade Federal da Bahia (UFBA)instacron:UFBASequence of Markov chainsDiffusion stochastic processData assimilation methodsOptimal filteringA sequential data assimilation method based on the properties of a diffusion-type processApplied Mathematical Modellinginfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/article10000-01-01enginfo:eu-repo/semantics/openAccessORIGINAL1-s2.0-S0307904X08001388-main.pdf1-s2.0-S0307904X08001388-main.pdfapplication/pdf301177https://repositorio.ufba.br/bitstream/ri/13225/1/1-s2.0-S0307904X08001388-main.pdfde0ed51b14b776abc5fe954bdce17167MD51LICENSElicense.txtlicense.txttext/plain1365https://repositorio.ufba.br/bitstream/ri/13225/2/license.txt5371a150bdc863f78dcf39281543bd86MD52TEXT1-s2.0-S0307904X08001388-main.pdf.txt1-s2.0-S0307904X08001388-main.pdf.txtExtracted texttext/plain38565https://repositorio.ufba.br/bitstream/ri/13225/3/1-s2.0-S0307904X08001388-main.pdf.txt4346f86bf685479feb9abd29bf59241fMD53ri/132252022-07-05 14:02:57.535oai:repositorio.ufba.br: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Repositório InstitucionalPUBhttp://192.188.11.11:8080/oai/requestopendoar:19322022-07-05T17:02:57Repositório Institucional da UFBA - Universidade Federal da Bahia (UFBA)false
dc.title.pt_BR.fl_str_mv A sequential data assimilation method based on the properties of a diffusion-type process
dc.title.alternative.pt_BR.fl_str_mv Applied Mathematical Modelling
title A sequential data assimilation method based on the properties of a diffusion-type process
spellingShingle A sequential data assimilation method based on the properties of a diffusion-type process
Tanajura, Clemente Augusto Souza
Sequence of Markov chains
Diffusion stochastic process
Data assimilation methods
Optimal filtering
title_short A sequential data assimilation method based on the properties of a diffusion-type process
title_full A sequential data assimilation method based on the properties of a diffusion-type process
title_fullStr A sequential data assimilation method based on the properties of a diffusion-type process
title_full_unstemmed A sequential data assimilation method based on the properties of a diffusion-type process
title_sort A sequential data assimilation method based on the properties of a diffusion-type process
author Tanajura, Clemente Augusto Souza
author_facet Tanajura, Clemente Augusto Souza
Belyaev, Konstantin Pavlovich
author_role author
author2 Belyaev, Konstantin Pavlovich
author2_role author
dc.contributor.author.fl_str_mv Tanajura, Clemente Augusto Souza
Belyaev, Konstantin Pavlovich
Tanajura, Clemente Augusto Souza
Belyaev, Konstantin Pavlovich
dc.subject.por.fl_str_mv Sequence of Markov chains
Diffusion stochastic process
Data assimilation methods
Optimal filtering
topic Sequence of Markov chains
Diffusion stochastic process
Data assimilation methods
Optimal filtering
description Texto completo: acesso restrito. p. 2165-2174
publishDate 2009
dc.date.issued.fl_str_mv 2009
dc.date.accessioned.fl_str_mv 2013-10-15T15:15:50Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://www.repositorio.ufba.br/ri/handle/ri/13225
dc.identifier.issn.none.fl_str_mv 0307-904X
dc.identifier.number.pt_BR.fl_str_mv v. 33, n. 5
identifier_str_mv 0307-904X
v. 33, n. 5
url http://www.repositorio.ufba.br/ri/handle/ri/13225
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.source.pt_BR.fl_str_mv http://dx.doi.org/10.1016/j.apm.2008.05.021
dc.source.none.fl_str_mv reponame:Repositório Institucional da UFBA
instname:Universidade Federal da Bahia (UFBA)
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instname_str Universidade Federal da Bahia (UFBA)
instacron_str UFBA
institution UFBA
reponame_str Repositório Institucional da UFBA
collection Repositório Institucional da UFBA
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