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Keppenne, C.

Publications and source records attributed to Keppenne, C..

A Stabilized Sparse-Matrix U-D Square-Root Implementation of a Large-State Extended Kalman Filter

The full nonlinear Kalman filter sequential algorithm is, in theory, well-suited to the four-dimensional data assimilation problem in large-scale atmospheric and oceanic problems. However, it was later discovered that this algorithm can be very sensitive to computer roundoff, and that results may cease to be meaningful as time advances. Implementations of a modified Kalman filter are given.

data assimilation modified Kalman filter sequentia

Comment

This work aims at identifying possible variations of the Earth's climate over the last century.

temperature

The El Nino/Southern Oscillation and Future Soybean Prices

Recently, it was shown that the application of a method combining singular spectrum analysis (SSA) and the maximum entropy method to univariate indicators of the coupled ocean-atmosphere El Nino/Southern Oscillation (ENSO) phenomenon can be helpful in determining whether an El Nino (EN) or La Nina (LN) event will occur. SSA - a variant of principal component analysis applied in the time domain - filters out variability unrelated to ENSO and separates the quasi-biennial (QB), two-to-three year variability, from a lower-frequency (LF) four-to-six year EN-LN cycle; the total variance associated with ENSO combines the QB and LF modes. ENSO has been known to affect weather conditions over much of the globe. For example, EN events have been connected with unusually rainy weather over the Central and Western US, while the opposite phases of the oscillation (LN) have been plausibly associated with extreme dry conditions over much of the same geographical area...

Keppenne, C.