Adaptive ensemble Kalman filtering of non-linear systems
A necessary ingredient of an ensemble Kalman filter (EnKF) is covariance inflation, used to control filter divergence and compensate for model error. There is an on-going search for inflation tunings that can be learned adaptively. Early in the development of Kalman filtering, Mehra (1970, 1972) ena...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Stockholm University Press
2013-07-01
|
| Series: | Tellus: Series A, Dynamic Meteorology and Oceanography |
| Subjects: | |
| Online Access: | http://www.tellusa.net/index.php/tellusa/article/download/20331/pdf_1 |