A Multifidelity Ensemble Kalman Filter with Reduced Order Control Variates
نویسندگان
چکیده
This work develops a new multifidelity ensemble Kalman filter (MFEnKF) algorithm based on linear control variate framework. The approach allows for rigorous extensions of the EnKF, ...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2021
ISSN: ['1095-7197', '1064-8275']
DOI: https://doi.org/10.1137/20m1349965