The Maximum Likelihood Ensemble Filter as a non‐differentiable minimization algorithm
نویسندگان
چکیده
منابع مشابه
Non-differentiable Minimization in the Context of the Maximum Likelihood Ensemble Filter (mlef)
The Maximum Likelihood Ensemble Filter (MLEF) is a control theory based ensemble data assimilation algorithm. The MLEF is presented and its basic equations discussed. Its relation to Kalman filtering is examined, indicating that the MLEF can be viewed as a nonlinear extension of the Kalman filter in the sense that it reduces to the standard Kalman filter for linear operators and Gaussian Probab...
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ژورنال
عنوان ژورنال: Quarterly Journal of the Royal Meteorological Society
سال: 2008
ISSN: 0035-9009,1477-870X
DOI: 10.1002/qj.251