HOW WORK ENSEMBLE SQUARE ROOT FILTER METHOD FOR REDUCE MEASUREMENT ERROR IN THE ENSEMBLE KALMAN FILTER METHOD

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Faridnia Ezzatallah; FARIBORZI ARAGHI MOHAMMAD ALI

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Seminar Paper

Paper Information

Seminar: INTERNATIONAL CONFERENCE ON RESEARCH IN SCIENCE AND TECHNOLOGY
Year:2015 | Issue:1

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Title

HOW WORK ENSEMBLE SQUARE ROOT FILTER METHOD FOR REDUCE MEASUREMENT ERROR IN THE ENSEMBLE KALMAN FILTER METHOD

Author(s)

Faridnia Ezzatallah | FARIBORZI ARAGHI MOHAMMAD ALI | Issue Writer Certificate

Keywords

KALMAN FILTER (KF) METHOD; ENSEMBLE KALMAN FILTER (ENKF) METHOD; ENSEMBLE SQUARE ROOT FILTER (ENSRF) METHOD; REDUCE MEASUREMENT ERROR; BEST ACCURACY.

Abstract

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 (Ψ𝑡−ΨF). FOR THIS PURPOSE, IN THIS ARTICLE, FOR REDUCE THE SAMPLING ERROR OF MEASUREMENT CONTAINED IN ENKF METHOD, WE DESCRIBE ENSEMBLE SQUARE ROOT FILTER (ENSRF) ALGORITHM.

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APA: Copy

Faridnia, Ezzatallah, & FARIBORZI ARAGHI, MOHAMMAD ALI. (2015). HOW WORK ENSEMBLE SQUARE ROOT FILTER METHOD FOR REDUCE MEASUREMENT ERROR IN THE ENSEMBLE KALMAN FILTER METHOD. INTERNATIONAL CONFERENCE ON RESEARCH IN SCIENCE AND TECHNOLOGY. SID. https://sid.ir/paper/929803/en

Vancouver: Copy

Faridnia Ezzatallah, FARIBORZI ARAGHI MOHAMMAD ALI. HOW WORK ENSEMBLE SQUARE ROOT FILTER METHOD FOR REDUCE MEASUREMENT ERROR IN THE ENSEMBLE KALMAN FILTER METHOD. 2015. Available from: https://sid.ir/paper/929803/en

IEEE: Copy

Ezzatallah Faridnia, and MOHAMMAD ALI FARIBORZI ARAGHI, “HOW WORK ENSEMBLE SQUARE ROOT FILTER METHOD FOR REDUCE MEASUREMENT ERROR IN THE ENSEMBLE KALMAN FILTER METHOD,” presented at the INTERNATIONAL CONFERENCE ON RESEARCH IN SCIENCE AND TECHNOLOGY. 2015, [Online]. Available: https://sid.ir/paper/929803/en

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