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The Research Seminar is a weekly space that focuses on various areas of applied mathematics, with special emphasis on Mathematical Optimization and Modeling. The main objective is to share the research results of the Modemat and put the researchers of the Center in contact with academics from all over the world, in person or through virtual platforms. Organizer of the seminar: Sergio González Andrade. To subscribe to the Seminar mailing list or propose a talk in it, please write to: sergio.gonzalez@epn.edu.ec

Contribution of the parametric Kalman filter in practical and theoretical data assimilation

Contribution of the parametric Kalman filter in practical and theoretical data assimilation

By Dr. Olivier Pannekoucke, profesor de la Universidad de Toulouse, Francia

Seminar Date: 2021-10-21

The parametric Kalman filter (PKF) is a novel implementation of the Kalman filter (KF) which approximates the covariance dynamics by the parametric evolution of a covariance model all along the analysis and the forecast steps. In this talk we review the ideas behind this new approach and show some applications when the covariances are parameterized from the error variance and local anisotropy tensor

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