A robust formulation of the ensemble Kal
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S. J. Thomas; J. P. Hacker; J. L. Anderson
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Article
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2009
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John Wiley and Sons
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English
β 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 leastβsquares estimate that minimizes a quadratic functional. Solving the normal equations i