Open Access

ABSTRACT

Kalman Filter Dynamic Mode Decomposition for Data Assimilation

Taku Nonomura

Tohoku University, Aoba 6-6-01, Aramaki, Aoba, Sendai, 980-8579, Japan.
Corresponding Author: Taku Nonomura. Email: nonomura@aero.mech.tohoku.ac.jp.

The International Conference on Computational & Experimental Engineering and Sciences 2019, 21(4), 73-74. https://doi.org/10.32604/icces.2019.05266

Abstract

In this presentation, a family of Kalman filter dynamic mode decomposition, which consists of algorithms of the linear Kalman filter DMD method which identify the linear system and the extended Kalman filter DMD method which simultaneously identify the system and estimates state variable, is introduced. Then, the application of the extended Kalman filter DMD to data assimilation is discussed.

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Keywords

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