This article examines the influence of covariance inflation on the distance between the measured observation and the simulated (or predicted) observation with respect to the state estimate. In order for the aforementioned distance to be bounded in a certain interval, some sufficient conditions are derived, indicating that the covariance inflation factor should be bounded in a certain interval, and that the inflation bounds are related to the maximum and minimum eigenvalues of certain matrices. Implications of these analytic results are discussed, and a numerical experiment is presented to verify the validity of the analysis conducted.
"KAUST shall be a beacon for peace, hope and reconciliation, and shall serve the people of the Kingdom and the world."
King Abdullah bin Abdulaziz Al Saud, 1924 – 2015
Thuwal 23955-6900, Kingdom of Saudi Arabia
Al-Khwarizmi Building (1)