[HTML][HTML] On serial observation processing in localized ensemble Kalman filters

L Nerger - Monthly Weather Review, 2015 - journals.ametsoc.org
… For large-scale models, the filters are typically applied with a … interaction of serial observation
processing and localization can … ensemble Kalman filters, except for the classical ensemble

A review of issues in ensemble-based Kalman filtering

M Ehrendorfer - Meteorologische Zeitschrift (Berlin), 2007 - osti.gov
… , serial processing of observations, … ensemble-based Kalman filtering forms the central
topic of this article, that starts out with a brief overview of Bayesian updating and Kalman filtering

[HTML][HTML] The Ensemble Kalman filter: a signal processing perspective

M Roth, G Hendeby, C Fritsche… - … in Signal Processing, 2017 - Springer
… The ensemble Kalman filter (EnKF) is a Monte Carlo-based implementation of the Kalman
filter (KF) for extremely high-dimensional, possibly nonlinear, and non-Gaussian state …

Ensemble kalman filtering

PL Houtekamer, HL Mitchell - Quarterly Journal of the Royal …, 2005 - Wiley Online Library
… We show how the EnKF relates to the Kalman filter. In particular, to make the ensemble
2003 Assimilation of simulated Doppler radar observations with an ensemble Kalman filter. Mon. …

Observation bias correction with an ensemble Kalman filter

E Fertig, SJ Baek, B Hunt, E Ott… - Tellus A: Dynamic …, 2009 - Taylor & Francis
… the use of an ensemble Kalman filter to correct satellite radiance observations for state …
estimate satellite biases as part of the ensemble data assimilation procedure. We illustrate …

Understanding the ensemble Kalman filter

M Katzfuss, JR Stroud, CK Wikle - The American Statistician, 2016 - Taylor & Francis
… The top panel (a) shows the state, observations, Kalman filter, and the N = 5 EnKF ensemble
members for the first 10 time points. For the Kalman filter, we show the filtering mean and 75…

[HTML][HTML] Observation quality control with a robust ensemble Kalman filter

S Roh, MG Genton, M Jun, I Szunyogh… - Monthly Weather …, 2013 - journals.ametsoc.org
Current ensemble-based Kalman filter (EnKF) algorithms are not robust to gross observation
errors caused by technical or human errors during the data collection process. In this paper, …

[图书][B] Efficient implementation of the ensemble Kalman filter

J Mandel - 2006 - researchgate.net
… In Section 3, we show how to evaluate formulas without an observation matrix, involving
observation functions. Sec. 4 contains the discussion of several implementations of the EnKF …

A localization technique for ensemble Kalman filters

K Bergemann, S Reich - … of the Royal Meteorological Society: A …, 2010 - Wiley Online Library
… used to derive an easy-to-implement localized ensemble Kalman filter, which can process
observations simultaneously and can be extended to nonlinear observation operators. …

[HTML][HTML] A sequential ensemble Kalman filter for atmospheric data assimilation

PL Houtekamer, HL Mitchell - Monthly Weather Review, 2001 - journals.ametsoc.org
… An ensemble Kalman filter may be considered for the 4D assimilation of atmospheric data.
In … sequential processing of observations works in the context of the ensemble Kalman filter. …