Adaptive covariance inflation in the ensemble Kalman filter by Gaussian scale mixtures
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DOI: 10.1002/qj.3386
Abstract: This paper studies multiplicative inflation: the complementary scaling of the state covariance in the ensemble Kalman filter (EnKF). Firstly, error sources in the EnKF are catalogued and discussed in relation to inflation; nonlinearity is given… read more here.
Keywords: kalman filter; scale; ensemble kalman; adaptive inflation ... See more keywords