A deterministic formulation of the ensemble Kalman filter: an alternative to ensemble square root filters

A robust formulation of the ensemble Kal

A robust formulation of the ensemble Kalman filter

✍ S. J. Thomas; J. P. Hacker; J. L. Anderson 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 338 KB

## Abstract The ensemble Kalman filter (EnKF) can be interpreted in the more general context of linear regression theory. The recursive filter equations are equivalent to the normal equations for a weighted least‐squares estimate that minimizes a quadratic functional. Solving the normal equations i