Continuous Hyper-parameter OPtimization (CHOP) in an ensemble Kalman filter

Practical data assimilation algorithms often contain hyper-parameters, which may arise due to, for instance, the use of certain auxiliary techniques like covariance inflation and localization in an ensemble Kalman filter, the re-parameterization of certain quantities such as model and/or observation...

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Bibliographic Details
Main Authors: Xiaodong Luo, Chuan-An Xia
Format: Article
Language:English
Published: Frontiers Media S.A. 2022-10-01
Series:Frontiers in Applied Mathematics and Statistics
Subjects:
Online Access:https://www.frontiersin.org/articles/10.3389/fams.2022.1021551/full