MATEC Web Conf.
Volume 292, 201923rd International Conference on Circuits, Systems, Communications and Computers (CSCC 2019)
|Number of page(s)||4|
|Published online||24 September 2019|
Data Assimilation Method, its Application and Stability
1 Shirshov Institute of Oceanology of Russian Academy of Sciences, 117997 Moscow, Russia
2 Keldysh Institute of Applied Mathematics of Russian Academy of Sciences, 125047 Moscow, Russia
3 Federal Research Center “Computer Science and Control”, Russian Academy of Sciences, 119333 Moscow, Russia
4 Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, 119991 Moscow, Russia
a Corresponding author: firstname.lastname@example.org
The authors data assimilation method, namely, generalized Kalman filter (GKF) method, its application and stability is considered. The problem of stability of a dynamic system with data assimilation formulated for a sequence of random variables forming a Markov chain is considered. The stability formulation for this problem is suggested as the problem of the convergence of the corresponding Markov chain when the number of its members goes to infinity. Necessary and sufficient conditions of this convergence are proved. A number of numerical experiments with the specific dynamic system, namely with the ocean model circulation HYCOM and the GKF method are conducted and discussed. The stability of the GKF method was proofed.
© The Authors, published by EDP Sciences, 2019
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