A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2018; you can also visit the original URL.
The file type is application/pdf
.
Tidal flow forecasting using reduced rank square root filters
1997
Stochastic hydrology and hydraulics (Print)
The Kalman filter algorithm can be used for many data assimilation problems. For large systems, that arise from diseretizing partial differential equations, the standard algorithm has huge computational and storage requirements. This makes direct use infeasible for many applications. In addition numerical difficulties may arise if due to finite precision computations or approximations of the error covariance the requirement that the error covariance should be positive semi-definite is violated.
doi:10.1007/bf02427924
fatcat:n7fjfiibfnbmjgqdoyja4l5mau