Variance reduced ensemble Kalman filtering

A number of algorithms to solve large-scale Kalman filtering problems have been introduced recently. The ensemble Kalman filter represents the probability density of the state estimate by a finite number of randomly generated system states. Another algorithm uses a singular value decomposition to se...

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Veröffentlicht in:	Monthly weather review 2001-07, Vol.129 (7), p.1718-1728
Hauptverfasser:	HEEMINK, A. W, VERLAAN, M, SEGERS, A. J
Format:	Artikel
Sprache:	eng
Schlagworte:	Earth, ocean, space Exact sciences and technology External geophysics Geophysics. Techniques, methods, instrumentation and models
Online-Zugang:	Volltext
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