Application of Kalman Filter Finite Element Method and AIC

This paper presents a numerical simulation for application of the Kalman filter finite element method. The Kalman filter is employed frequently for the solution of time series analysis including observation and system noises. Applying the Kalman filter to the finite element method, the present method is capable of the estimation in time and space directions. In this method, the matrix generated by the finite element method is applied to the state transition matrix. Using the Kalman filter finite element method, the characteristics of both the Kalman filter and the finite element method can be strengthened. In this paper, the state transition matrix is based on the shallow water equations which are approximated by the finite element method. This method can estimate the tidal current not only in time but also in space directions.