Section: Contracts and Grants with Industry
Ensemble methods for prediction and data assimilation (PREVASSEMBLE) — ANR Conception et Simulation
Participants : François Le Gland, Sébastien Beyou, Vu–Duc Tran.
INRIA contract ALLOC 3767 — January 2009 to December 2011.
This ANR project is coordinated by École Normale Supérieure, Paris. The other partner is Météo–France. This is a collaboration with Étienne Mémin from INRIA Rennes Bretagne Atlantique (project–team FLUMINANCE) and with Anne Cuzol and Valérie Monbet from université de Bretagne Sud in Vannes.
The contribution of ASPI to this project is to continue the comparison  ,  of sequential data assimilation methods, 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.