Ensemble Kalman filter with the unscented transform
نویسندگان
چکیده
منابع مشابه
Ensemble Kalman filter with the unscented transform
A modification scheme to the ensemble Kalman filter (EnKF) is introduced based on the concept of the unscented transform (Julier et al., 2000; Julier and Uhlmann, 2004), which therefore will be called the ensemble unscented Kalman filter (EnUKF) in this work. When the error distribution of the analysis is symmetric (not necessarily Gaussian), it can be shown that, compared to the ordinary EnKF,...
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ژورنال
عنوان ژورنال: Physica D: Nonlinear Phenomena
سال: 2009
ISSN: 0167-2789
DOI: 10.1016/j.physd.2008.12.003