Abstract 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 …
It is in the previous chapters stated that the EnKF analysis scheme may have problems in cases where the number of measurements is larger than the number of members in the …
G Evensen - IEEE Control Systems Magazine, 2009 - ieeexplore.ieee.org
This article provides a fundamental theoretical basis for understanding EnKF and serves as a useful text for future users. Data assimilation and parameter-estimation problems are …
This paper considers implications of different forms of the ensemble transformation in the ensemble square root filters (ESRFs) for the performance of ESRF-based data assimilation …
There is an established framework that describes a class of ensemble Kalman filter algorithms as square root filters (SRFs). These algorithms produce analyses by updating a …
JL Anderson - Monthly Weather Review, 2010 - journals.ametsoc.org
A Non-Gaussian Ensemble Filter Update for Data Assimilation in: Monthly Weather Review Volume 138 Issue 11 (2010) Jump to Content Jump to Main Navigation Logo Logo Logo Logo …
Uncertainty estimation and quality control are critically missing in most geophysical tomographic applications. The few solutions to cope with that issue are often left out in …
O Al-Ghattas, D Sanz-Alonso - … and Inference: A Journal of the …, 2024 - academic.oup.com
Many modern algorithms for inverse problems and data assimilation rely on ensemble Kalman updates to blend prior predictions with observed data. Ensemble Kalman methods …
A Hoffmann, R Brossier, L Métivier… - Geophysical Journal …, 2024 - academic.oup.com
Full-waveform inversion (FWI) has emerged as the state-of-the art high resolution seismic imaging technique, both in seismology for global and regional scale imaging and in the …