FN Archimer Export Format
PT J
TI Linear Gaussian state-space model with irregular sampling: application to sea surface temperature
BT 
AF TANDEO, Pierre
   AILLIOT, Pierre
   AUTRET, Emmanuelle
AS 1:1;2:2;3:1;
FF 1:;2:;3:PDG-ODE-OPS-LOS;
C1 IFREMER, Lab Oceanog Spatiale, Plouzane, France.
   Univ Europeenne Bretagne, UMR 6205, Math Lab, Brest, France.
C2 IFREMER, FRANCE
   UEB, FRANCE
   UBO, FRANCE
SI BREST
SE PDG-ODE-OPS-LOS
   PDG-TMSI-IDM-COM
IN WOS Ifremer jusqu'en 2018
   copubli-france
   copubli-univ-france
IF 1.523
TC 18
UR https://archimer.ifremer.fr/doc/00039/15047/12441.pdf
LA English
DT Article
DE ;State-space model;Irregular sampling;Ornstein-Uhlenbeck process;EM algorithm;Sea surface temperature
AB 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 optimization procedure to maximize the likelihood function. The model is validated on sea surface temperature (SST) data from a particular satellite. The results indicate that the proposed methodology can be used to reconstruct realistic SST time series at a specific location and also give useful information on the quality of satellite measurement and the dynamics of the SST.
PY 2011
PD AUG
SO Stochastic Environmental Research And Risk Assessment
SN 1436-3240
PU Springer
VL 25
IS 6
UT 000292021700005
BP 793
EP 804
DI 10.1007/s00477-010-0442-8
ID 15047
ER

EF