Multiscale weighted ensemble kalman filter for fluid flow estimation

Authors:
Sai Gorthi;Sébastien Beyou;Thomas Corpetti;Etienne Mémin
Affiliations:
INRIA / FLUMINANCE, Rennes Cedex, France;INRIA / FLUMINANCE, Rennes Cedex, France;INRIA / FLUMINANCE, Rennes Cedex, France;INRIA / FLUMINANCE, Rennes Cedex, France
Venue:
SSVM'11 Proceedings of the Third international conference on Scale Space and Variational Methods in Computer Vision
Year:
2011

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Abstract

This paper proposes a novel multi-scale fluid flow data assimilation approach, which integrates and complements the advantages of a Bayesian sequential assimilation technique, the Weighted Ensemble Kalman filter (WEnKF) [12], and an improved multiscale stochastic formulation of the Lucas-Kanade (LK) estimator. The proposed scheme enables to enforce a physically plausible dynamical consistency of the estimated motion fields along the image sequence.