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A Multiscale Data Assimilation with the Ensemble Kalman Filter

✍ Scribed by Zou, Yu; Ghanem, Roger


Book ID
118211622
Publisher
Society for Industrial and Applied Mathematics
Year
2005
Tongue
English
Weight
472 KB
Volume
3
Category
Article
ISSN
1540-3459

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On numerical properties of the ensemble
✍ Jia Li; Dongbin Xiu πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 401 KB

Ensemble Kalman filter (EnKF) has been widely used as a sequential data assimilation method, primarily due to its ease of implementation resulting from replacing the covariance evolution in the traditional Kalman filter (KF) by an approximate Monte Carlo ensemble sampling. In this paper rigorous ana