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Showing 1 to 2 of 2 for “"ensemble square root filter"”.
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Bayesian learning for high-dimensional nonlinear dynamical systems : methodologies, numerics and applications to fluid flows
… different families of nonlinear and non-Gaussian filters. We derive an ensemble square-root filter based on minimal-correction second-moment matching that works especially well under the adversity of small ensemble size, sparse observations and chaotic dynamics. We also obtain a localization …
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Efficient formulation and implementation of ensemble based methods in data assimilation
Ensemble-based methods have gained widespread popularity in the field of data assimilation. An ensemble of model realizations encapsulates information about the error correlations driven by the physics and the dynamics of the numerical model. This information can be used to obtain improved …