扩展卡尔曼滤波在Lorenz(1963)系统中的应用

为了考查EKF（extended Kalman filter）数据同化方法应用于非线性动力学系统的基本特点和性质，简单回顾了扩展卡尔曼滤波数据同化方法的基本原理，并在不考虑模式误差的情况下，将其应用于Lorenz（1963）方程，进行了数据同化模拟试验。试验证明：同化效果的好坏与观测精度和观测频率密切相关，存在由于线性化和闭合假设带来的不稳定现象；扩展卡尔曼滤波本身具有强迫纠错作用。

Application of extended Kalman filter in Lorenz ( 1963) system

For reviewing the elementl characteristic and property as EKF data assimilation method applied in the nonlinear dynamic system,the basic theory of the extended Klaman filter(EKF) data assimilation method was briefly reviewed,and without considering the model error,it was applied to the Lorenz(1963) system,and a numerical simulated test was conducted.The results indicate that the effect of the assimilation has a closed correlation with the frequency and precision of observation,has an instability brought by the spouses of linearization and closed scheme;and the EKF method itself is capable of forcing remedy.