An Ensemble Kalman Filter and Smoother for Satellite Data Assimilation

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION(2010)

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摘要
This paper proposes a methodology for combining satellite images with advection-diffusion models for interpolation and prediction of environmental processes. We propose a dynamic state-space model and an ensemble Kalman filter and smoothing algorithm for on-line and retrospective state estimation. Our approach addresses the high dimensionality, measurement bias, and nonlinearities inherent in satellite data. We apply the method to a sequence of SeaWiFS satellite images in Lake Michigan from March 1998, when a large sediment plume was observed in the images following a major storm event. Using our approach, we combine the images with a sediment transport model to produce maps of sediment concentrations and uncertainties over space and time. We show that our approach improves out-of-sample RMSE by 20%-30% relative to standard approaches. This article has supplementary material online.
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关键词
Circulant embedding,Covariance tapering,Gaussian random field,Nonlinear state-space model,Spatial statistics,Spatio-temporal model,Variogram
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