Sampling error distribution for the ensemble Kalman filter update step
نویسندگان
چکیده
منابع مشابه
Resampling the ensemble Kalman filter
Ensemble Kalman filters (EnKF) based on a small ensemble tend to provide collapse of the ensemble over time. It is shown that this collapse is caused by positive coupling of the ensemble members due to use of one common estimate of the Kalman gain for the update of all ensemble members at each time step. This coupling can be avoided by resampling the Kalman gain from its sampling distribution i...
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ژورنال
عنوان ژورنال: Computational Geosciences
سال: 2011
ISSN: 1420-0597,1573-1499
DOI: 10.1007/s10596-011-9238-2