An anisotropic formulation of the parametric Kalman filter assimilation
In geophysics, the direct application of covariance matrix dynamics described by the Kalman filter (KF) is limited by the high dimension of such problems. The parametric Kalman filter (PKF) is a recent alternative to the ensemble Kalman filter, where the covariance matrices are approximated by a cov...
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Format: | Article |
Language: | English |
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Stockholm University Press
2021-01-01
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Series: | Tellus: Series A, Dynamic Meteorology and Oceanography |
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Online Access: | http://dx.doi.org/10.1080/16000870.2021.1926660 |