Kalman filtering of large-scale geophysical flows by approximations based on Markov random field and wavelet

Toshio M. Chin, Arthur J Mariano

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Citations (Scopus)

Abstract

Large-scale extended Kalman filters for atmospheric and oceanic circulation models can readily be approximated using a wavelet transform or a Markov random field model. For a filtering problem where the unknown field of the state variables is highly correlated and the observations are relatively sparse, the wavelet-approximated filter seems more appropriate. For a problem in which the covariance matrix is non-singular and a relatively large quantity of independent observations are processed, the MRF-approximated filter seems more appropriate.

Original languageEnglish (US)
Title of host publicationICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Pages2785-2788
Number of pages4
Volume5
StatePublished - 1995
EventProceedings of the 1995 20th International Conference on Acoustics, Speech, and Signal Processing. Part 2 (of 5) - Detroit, MI, USA
Duration: May 9 1995May 12 1995

Other

OtherProceedings of the 1995 20th International Conference on Acoustics, Speech, and Signal Processing. Part 2 (of 5)
CityDetroit, MI, USA
Period5/9/955/12/95

Fingerprint

filters
atmospheric circulation
Extended Kalman filters
Kalman filters
Covariance matrix
approximation
wavelet analysis
Wavelet transforms

ASJC Scopus subject areas

  • Electrical and Electronic Engineering
  • Signal Processing
  • Acoustics and Ultrasonics

Cite this

Chin, T. M., & Mariano, A. J. (1995). Kalman filtering of large-scale geophysical flows by approximations based on Markov random field and wavelet. In ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings (Vol. 5, pp. 2785-2788)

Kalman filtering of large-scale geophysical flows by approximations based on Markov random field and wavelet. / Chin, Toshio M.; Mariano, Arthur J.

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. Vol. 5 1995. p. 2785-2788.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Chin, TM & Mariano, AJ 1995, Kalman filtering of large-scale geophysical flows by approximations based on Markov random field and wavelet. in ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. vol. 5, pp. 2785-2788, Proceedings of the 1995 20th International Conference on Acoustics, Speech, and Signal Processing. Part 2 (of 5), Detroit, MI, USA, 5/9/95.
Chin TM, Mariano AJ. Kalman filtering of large-scale geophysical flows by approximations based on Markov random field and wavelet. In ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. Vol. 5. 1995. p. 2785-2788
Chin, Toshio M. ; Mariano, Arthur J. / Kalman filtering of large-scale geophysical flows by approximations based on Markov random field and wavelet. ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. Vol. 5 1995. pp. 2785-2788
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