A Posterior Ensemble Kalman Filter Based On A Modified Cholesky Decomposition

In this paper, we propose a posterior ensemble Kalman filter (EnKF) based on a modified Cholesky decomposition. The main idea behind our approach is to estimate the moments of the analysis distribution based on an ensemble of model realizations. The method proceeds as follows: initially, an estimate...

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Autores:
Nino-Ruiz, Elias D.
Mancilla, Alfonso
Calabria, Juan C.
Tipo de recurso:
Fecha de publicación:
2017
Institución:
Universidad Simón Bolívar
Repositorio:
Repositorio Digital USB
Idioma:
eng
OAI Identifier:
oai:bonga.unisimon.edu.co:20.500.12442/1586
Acceso en línea:
http://hdl.handle.net/20.500.12442/1586
Palabra clave:
Ensemble Kalman Filter
Posterior Ensemble
Modified Cholesky Decomposition
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License
licencia de Creative Commons Reconocimiento-NoComercial-CompartirIgual 4.0 Internacional