اولین کنفرانس بین المللی پژوهش در علوم و تکنولوژی در مالزی
ساعت ۱٢:۱٦ ‎ق.ظ روز ۱۳٩٥/۸/۱٩   کلمات کلیدی: عزت الله فریدنیا ،کنفرانس بین المللی ،روش فیلترکالمن گروهی ،ezzatallah faridnia

first International Conference on Research in Science and Technology which was held on December 14th 2015 at Kualalumpur - Malaysia. 

How work Ensemble Square Root Filter method for reduce measurement error in the Ensemble kalman filter method

Ezzatallah Faridnia

Young Researchers and elite club, Central Tehran Branch, Islamic Azad University, Tehran, Iran

ezzat_faridnia@yahoo.com

 Mohammad Ali Fariborzi Araghi

Department of Mathematic, Islamic Azad University, Central Tehran branch, P.O.Box 13185.768, Tehran, Iran.

m_fariborzi@iauctb.ac.ir

                                              Abstract

we will describe Ensemble Kalman Filter (EnKF). we can use Ensemble Kalman ilter for data assimilation and prediction that are in state space.In EnKF methods with creating size of the group, fluctuations data In a group Make limited. control the minimum and maximum fluctuations Finally, the EnKF Converges to points true and Estimate Data In state space will do.we suggest to predict foreign exchange rate to be a criterion for the timely buying and selling foreign exchange gain, that we explain it’s algorithm.There are a error in Ensemble Kalman Filter, that is Modelling Error . For this purpose, In this article, for reduce the sampling error of measurement  contained in EnKF method, we describe Ensemble Square Root Filter (EnSRF) algorithm.

 Keywords: Kalman Filter (KF) method; Ensemble Kalman Filter (EnKF) method; Ensemble Square Root Filter (EnSRF) method; reduce measurement error; Best Accuracy.

**این مقاله در آذر ماه 1394 در کنفرانس بین المللی پژوهش در علوم و تکنولوژی  که در  کشور مالزی در کولامپور برگزار گردید پذیرفته شد و به صورت شفاهی ارائه گردید **