Name
Title | ||
|---|---|---|
Efficient parallel implementation of DDDAS inference using an ensemble Kalman filter with shrinkage covariance matrix estimation |
Abstract | ||
|---|---|---|
This paper develops an efficient and parallel implementation of dynamically data-driven application systems inference using an ensemble Kalman filter based on shrinkage covariance matrix estimation. The proposed implementation works as follows: each model component is surrounded by a local box of radius size r and then, local assimilation steps are carried out in parallel at the different local boxes. Once local analyses are obtained, they are mapped back onto the global domain from which the global analysis state is obtained. Local background error correlations are estimated using the Rao–Blackwell Ledoit and Wolf estimator in order to mitigate the impact of spurious correlations whenever the number of local model components is larger than the ensemble size. The numerical atmospheric general circulation model (SPEEDY) is utilized for the numerical experiments with the T-63 resolution on the BlueRidge cluster at Virginia Tech. The number of processors ranges from 96 to 2048. The proposed implementation outperforms in terms of accuracy the well-known local ensemble transform Kalman filter (LETKF) for all the model variables. The computational time of the proposed implementation is similar to that of the parallel LETKF method (where no covariance estimation is performed) for the largest number of processors. |
Year | DOI | Venue |
|---|---|---|
2019 | 10.1007/s10586-017-1407-1 | Cluster Computing |
Keywords | Field | DocType |
Parallel EnKF, Shrinkage covariance matrix estimation, Sampling errors | Computer science,Covariance intersection,Real-time computing,Artificial intelligence,Ensemble Kalman filter,Extended Kalman filter,Estimation of covariance matrices,Fast Kalman filter,Pattern recognition,Algorithm,Kalman filter,Covariance matrix,Estimator | Journal |
Volume | Issue | ISSN |
22 | Suppl 1 | 1573-7543 |
Citations | PageRank | References |
3 | 0.39 | 6 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Elias D. Nino-Ruiz | 1 | 4 | 1.41 |
| Adrian Sandu | 2 | 325 | 58.93 |