[1]
|
S. Haykin, “Adaptive Filter Theory,” Prentice Hall, Upper Saddle River, 2002.
|
[2]
|
M. Ghil and P. Manalotte-Rizzoli, “Data Assimilation in Meteorology and Oceanography,” Advances in Geophysics, Vol. 33, 1991, pp. 141-266.
doi:10.1016/S0065-2687(08)60442-2
|
[3]
|
B. D. O. Anderson and J. B. Moore, “Optimal Filtering,” Prentice-Hall, Inc., Englewood Cliffs, 1979.
|
[4]
|
H. S. Hoang, P. De Mey, O. Talagrand and R. Baraille, “A New Reduced-Order Adaptive Filter for State Estimation in High Dimensional Systems,” Automatica, Vol. 33, No. 8, 1997, pp. 1475-1498.
doi:10.1016/S0005-1098(97)00069-1
|
[5]
|
C. S. Spall, “An Overview of the Simultaneous Perturbation Method for Efficient Optimization, Johns Hopkins APL Technical Digest, Vol. 19, No. 4, 1998, pp. 482-492.
|
[6]
|
F. X. Le Dimet and O. Talagrand, “Variational Algorithms for Analysis and Assimilation of Meteorological Observations: Theoretical Aspects,” Tellus, Vol. 37A, 1983, pp. 309-327.
|
[7]
|
H. S. Hoang, O. Talagrand and R. Baraille, “On the Design of a Stable Filter for State Estimation in High Dimensional Systems,” Automatica, Vol. 37, No. 8, 2001, pp. 341-359. doi:10.1016/S0005-1098(00)00175-8
|
[8]
|
H. S. Hoang, O. Talagrand and R. Baraille, “On the Stability of a Reduced-Order Filter Based on Dominant Singular Value Decomposition of the Systems Dynamics,” Automatica, Vol. 45, No. 10, 2009, pp. 2400-2405.
doi:10.1016/j.automatica.2009.06.032
|
[9]
|
G. H. Golub and C. F. Van Loan, “Matrix Computations,” 2nd Edition, Johns Hopkins, 1993.
|
[10]
|
H. S. Hoang and R. Baraille, “Prediction Error Sampling Procedure Based on Dominant Schur Decomposition. Application to State Estimation in High Dimensional Oceanic Model,” Applied Mathematics and Computation, Vol. 218, No. 7, 2011, pp. 3689-3709.
doi:10.1016/j.amc.2011.09.012
|
[11]
|
H. S. Hoang and R. Baraille, “On Gain Initialization and Optimization of Reduced-Order Adaptive Filter,” IAENG International Journal of Applied Mathematics, Vol. 42, No. 1, 2011, pp. 19-33.
|
[12]
|
E. N. Lorenz, “Deterministic Non-Periodic Flow,” Journal of the Atmospheric Sciences, Vol. 20, No. 2, 1963, pp. 130-141.
doi:10.1175/1520-0469(1963)020<0130:DNF>2.0.CO;2
|
[13]
|
G. A. Kivman, “Sequential Parameter Estimation for Stochastic Systems,” Nonlinear Processes in Geophysics, Vol. 10, 2003, pp. 253-259.
doi:10.5194/npg-10-253-2003
|
[14]
|
G. Evensen, “The Ensemble Kalman Filter: Theoretical Formulation and Practical Implementation,” Ocean Dynamics, Vol. 53, No. 4, 2003, pp. 343-367.
doi:10.1007/s10236-003-0036-9
|
[15]
|
J. T. Ambadan and Y. Tang, “Sigma-Point Kalman Filter Data Assimilation Methods for Strongly Nonlinear Systems,” Journal of the Atmospheric Sciences, Vol. 66, No. 2, 2009, pp. 261-285. doi:10.1175/2008JAS2681.1
|
[16]
|
H. S. Hoang, R. Baraille and O. Talagrand, “On an Adaptive Filter for Altimetric Data Assimilation and Its Application to a Primitive Equation Model MICOM,” Tellus, Vol. 57A, No. 2, 2005, pp. 153-170.
|
[17]
|
M. Cooper and K. Haines, “Altimetric Assimilation with Water Property Conservation,” Journal of Geophysical Research, Vol. 101, No. C1, 1996, pp. 1059-1077.
doi:10.1029/95JC02902
|
[18]
|
H. S. Hoang and R. Baraille, “Random Processes with Separable Covariance Functions: Construction of Dynamical Model and Its Application for Simulation and Estimation,” Applied Mathematics & Information Sciences, Vol. 4, No. 6, 2012, pp. 161-171.
|