## 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
The Ensemble Kalman Filter: theoretical formulation and practical implementation
β Scribed by Geir Evensen
- Publisher
- Springer
- Year
- 2003
- Tongue
- English
- Weight
- 544 KB
- Volume
- 53
- Category
- Article
- ISSN
- 1616-7228
No coin nor oath required. For personal study only.
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## Abstract The spatial characteristics of ensemble transform Kalman filter (ETKF) sensitive area predictions (SAPs) are explored using ensemble forecasts from the European Centre for MediumβRange Weather Forecasts for the period of the 2003 North Atlantic THORPEX Regional Campaign. The ensemble si
It is shown that if the definition of the covariance of a white noise sequence in discrete-time is derived from the accepted mathematical description for the covariance of a white noise process in continuous-time, compatibility between the discreteand continuous-time versions of the Kalman filter is