A Brief Tutorial on the Ensemble Kalman Filter

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Mandel, Jan;
  • Subject: Physics - Atmospheric and Oceanic Physics
    arxiv: Statistics::Computation | Physics::Atmospheric and Oceanic Physics

The ensemble Kalman filter (EnKF) is a recursive filter suitable for problems with a large number of variables, such as discretizations of partial differential equations in geophysical models. The EnKF originated as a version of the Kalman filter for large problems (ess... View more
  • References (26)
    26 references, page 1 of 3

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