The EKF-AUS-NL algorithm implemented without the linear tangent model and in presence of parametric model error
In this paper we propose a C++-software package implementing the algorithm EKF-AUS-NL (Extended Kalman Filter with Assimilation in the Unstable Space with NonLinear evolution) designed to perform data assimilation in the unstable space when the Jacobian of the differential equation cannot be calcula...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2018-01-01
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| Series: | SoftwareX |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2352711018300025 |