On the ensemble Rauch-Tung-Striebel smoother and its equivalence to the ensemble Kalman smoother
On the ensemble Rauch-Tung-Striebel smoother and its equivalence to the ensemble Kalman smoother
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DOI：
10.1002/qj.2728
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发表时间：
2016-04-01
影响因子：
8.9
通讯作者：
Raanes, Patrick Nima
中科院分区：
文献类型：
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作者：
Raanes, Patrick Nima
Rauch-Tung-Striebel（RTS）平滑器是一种线性高斯平滑算法，在工程界很流行。本说明是对其系综公式化（EnRTS）的研究。一个在线表达式推导和讨论。特别是，它是用来表明，EnRTS是等效的合奏卡尔曼平滑（EnKS），即使在非线性，非高斯的情况下。该理论被重新审视下的实际考虑和均衡性的数值实验说明，即使等价性被打破的通货膨胀和本地化。
The Rauch-Tung-Striebel (RTS) smoother is a linear-Gaussian smoothing algorithm that is popular in the engineering community. This note is a study of its ensemble formulation (EnRTS). An on-line expression is derived and discussed. In particular, it is used to show that the EnRTS is equivalent to the ensemble Kalman smoother (EnKS), even in the nonlinear, non-Gaussian case. The theory is revisited under practical considerations and equability is illustrated by numerical experiments, even though equivalence is broken by inflation and localisation.