On Ensemble Nonlinear Kalman Filtering with Symmetric Analysis Ensembles
The ensemble square root filter (EnSRF) [1, 2, 3,4] is a popular method for data assimilation in high dimensional systems (e.g., geophysics models). Essentially the EnSRF is a Monte Carlo implementation of the conventional Kalman filter (KF) [5, 6]. It is mainly different from the KF at the predicti...
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AMER INST PHYSICS
2010
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