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Geir Evensen: Data Assimilation—The Ensemble Kalman Filter, 2nd edn

✍ Scribed by Hans Wackernagel


Publisher
Springer-Verlag
Year
2010
Tongue
English
Weight
90 KB
Volume
42
Category
Article
ISSN
1874-8961

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On numerical properties of the ensemble
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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