Section: Contracts and Grants with Industry

Ensemble methods for prediction and data assimilation (PREVASSEMBLE) — ANR Conception et Simulation

Participants : François Le Gland, Valérie Monbet.

See  6.5 .

INRIA contract ALLOC 3767 — January 2009 to December 2012.

This ANR project is coordinated by École Normale Supérieure, Paris. The other partner is Météo–France. This is a collaboration with Étienne Mémin and Anne Cuzol (INRIA Rennes Bretagne Atlantique, project–team FLUMINANCE).

The contribution of ASPI to this project is to continue [25] the comparison of sequential data assimilation methods initiated in  [68] , such as the ensemble Kalman filter (EnKF) and the weighted ensemble Kalman filter (WEnKF), with particle filters. This comparison will be made on the basis of asymptotic variances, as the ensemble or sample size goes to infinity, and also on the impact of dimension on small sample behavior.