How work Ensemble Square Root Filter method for reduce measurement error in the Ensemble kalman filter method

چکیده مقاله

we will describe Ensemble Kalman Filter (EnKF). we can use Ensemble Kalman Filter for data assimilation and prediction that are in state space.
In EnKF methods with creating size of the group, fluctuations data In a group Make limited. control the minimum and maximum fluctuations Finally, the EnKF Converges to points true and Estimate Data In state space will do.
we suggest to predict foreign exchange rate to be a criterion for the timely buying and selling foreign exchange gain, that we explain it’s algorithm.
There are a error in Ensemble Kalman Filter, that is Modelling Error (ψ

دریافت لینک دانلود مقاله