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| Tandeo, Pierre; Ailliot, Pierre; Autret, Emmanuelle. |
| Satellites provide important information on many meteorological and oceanographic variables. State-space models are commonly used to analyse such data sets with measurement errors. In this work, we propose to extend the usual linear and Gaussian state-space to analyse time series with irregular time sampling, such as the one obtained when keeping all the satellite observations available at some specific location. We discuss the parameter estimation using a method of moment and the method of maximum likelihood. Simulation results indicate that the method of moment leads to a computationally efficient and numerically robust estimation procedure suitable for initializing the Expectation-Maximisation algorithm, which is combined with a standard numerical... |
| Tipo: Text |
Palavras-chave: State-space model; Irregular sampling; Ornstein-Uhlenbeck process; EM algorithm; Sea surface temperature. |
| Ano: 2011 |
URL: http://archimer.ifremer.fr/doc/00039/15047/12441.pdf |
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| Fablet, Ronan; Viet, P.; Lguensat, R.; Chapron, Bertrand. |
| We address in this paper the reconstruction of irregurlarlysampled image time series with an emphasis on geophysical remote sensing data. We develop a data-driven approach, referred to as an analog assimilation and stated as an ensemble Kalman method. Contrary to model-driven assimilation models, we do not exploit a physically-derived dynamic prior but we build a data-driven dynamic prior from a representative dataset of the considered image dynamics. Our contribution is here to extend analog assimilation to images, which involve high-dimensional state space.We combine patch-based representations to a multiscale PCA-constrained decomposition. Numerical experiments for the interpolation of missing data in satellite-derived ocean remote sensing images... |
| Tipo: Text |
Palavras-chave: Data assimilation; Irregular sampling; Image time series; Data-driven methods; Kalman methods. |
| Ano: 2017 |
URL: https://archimer.ifremer.fr/doc/00403/51440/52009.pdf |
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