Multivariate localization methods for ensemble Kalman filtering

S Roh, M Jun, I Szunyogh… - Nonlinear Processes in …, 2015 - npg.copernicus.org
… Comparison of empirical localization techniques for serial ensemble Kalman filters in a
simple atmospheric general circulation model, Mon. Weather Rev., 141, 4140–4153, 2014. …

Multilevel ensemble Kalman filtering

H Hoel, KJH Law, R Tempone - SIAM Journal on Numerical Analysis, 2016 - SIAM
… This work embeds a multilevel Monte Carlo sampling strategy into the Monte Carlo step
of the ensemble Kalman filter (EnKF) in the setting of finite dimensional signal evolution and …

An application of the localized weighted ensemble Kalman filter for ocean data assimilation

Y Chen, W Zhang, P Wang - Quarterly Journal of the Royal …, 2020 - Wiley Online Library
… LWEnKF is compared with the ensemble Kalman filter (EnKF) and the local particle filter (PF). …
The local PF ensemble does not converge to the observed solution in an ample amount of …

An efficient ensemble Kalman Filter implementation via shrinkage covariance matrix estimation: exploiting prior knowledge

S Lopez-Restrepo, ED Nino-Ruiz… - Computational …, 2021 - Springer
… of the ensemble Kalman filter via shrinkage covariance matrix estimation. Our filter implementation
… and its implementation with the local ensemble transform kalman filter. Mon. Weather. …

A brief tutorial on the ensemble Kalman filter

J Mandel - arXiv preprint arXiv:0901.3725, 2009 - arxiv.org
… The ensemble Kalman filter (EnKF) is a recursive filter … The EnKF originated as a version of
the Kalman filter for large problems (… of ensemble forecasting. EnKF is related to the particle …

[HTML][HTML] Ionospheric assimilation of GNSS TEC into IRI model using a local ensemble Kalman filter

J Tang, S Zhang, X Huo, X Wu - Remote Sensing, 2022 - mdpi.com
Kalman filter (EnKF) is that the error statistics are calculated from an ensemble of the forward
model … In this study, we propose a local ensemble Kalman filter (LEnKF) to assimilate GNSS …

Resampling the ensemble Kalman filter

I Myrseth, J Sætrom, H Omre - Computers & Geosciences, 2013 - Elsevier
Kalman gain estimate are known and hence exact Kalman gain resampling can be done. For
the general nonlinear case we introduce the resampling ensemble Kalman filter (… ensemble

Bridging the ensemble Kalman filter and particle filters: the adaptive Gaussian mixture filter

AS Stordal, HA Karlsen, G Nævdal, HJ Skaug… - Computational …, 2011 - Springer
filters exist, but they are computationally too expensive when working with high-dimensional
systems. The ensemble Kalman filter … mixture filter has the advantage of both a local Kalman

Estimation of local failure in tensegrity using Interacting Particle-Ensemble Kalman Filter

N Aswal, S Sen, L Mevel - Mechanical Systems and Signal Processing, 2021 - Elsevier
Filter (PF) and Ensemble Kalman Filter (EnKF) has been adopted (Interacting Particle-Ensemble
Kalman Filter, IP-EnKF) in which the EnKF estimates the response states as ensembles

An ensemble Kalman filter implementation based on modified Cholesky decomposition for inverse covariance matrix estimation

ED Nino-Ruiz, A Sandu, X Deng - SIAM Journal on Scientific Computing, 2018 - SIAM
… The results are compared against those obtained using the local ensemble transform Kalman
filter (LETKF). Tests are performed for dense observations (100% and 50% of the model …