On numerical properties of the ensemble
โ
Jia Li; Dongbin Xiu
๐
Article
๐
2008
๐
Elsevier Science
๐
English
โ 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