Adaptive error covariances estimation methods for ensemble Kalman filters
نویسندگان
چکیده
منابع مشابه
Adaptive error covariances estimation methods for ensemble Kalman filters
This paper presents a computationally fast algorithm for estimating, both, the system and observation noise covariances of nonlinear dynamics, that can be used in an Ensemble Kalman Filtering framework. The new method is a modification of Belanger’s recursive method, to avoid an expensive computational cost in inverting error covariance matrices of product of innovation processes of different l...
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ژورنال
عنوان ژورنال: Journal of Computational Physics
سال: 2015
ISSN: 0021-9991
DOI: 10.1016/j.jcp.2015.03.061