Spectral diagonal ensemble Kalman filters
A new type of ensemble Kalman filter is developed, which is based on replacing the sample covariance in the analysis step by its diagonal in a spectral basis. It is proved that this technique improves the approximation of the covariance when the covariance itself is diagonal in the spectral basis, a...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Copernicus Publications
2015-08-01
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| Series: | Nonlinear Processes in Geophysics |
| Online Access: | http://www.nonlin-processes-geophys.net/22/485/2015/npg-22-485-2015.pdf |