| タイトル | A Stabilized Sparse-Matrix U-D Square-Root Implementation of a Large-State Extended Kalman Filter |
| 著者（英） | Keppenne, C.; Boggs, D.; Ghil, M. |
| 発行日 | 1995-03-01 |
| 言語 | eng |
| 内容記述 | The full nonlinear Kalman filter sequential algorithm is, in theory, well-suited to the four-dimensional data assimilation problem in large-scale atmospheric and oceanic problems. However, it was later discovered that this algorithm can be very sensitive to computer roundoff, and that results may cease to be meaningful as time advances. Implementations of a modified Kalman filter are given. |
| 権利 | Copyright |
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