A consistent interpretation of the stochastic version of the Ensemble Kalman Filter
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DOI: 10.1002/qj.3819
Abstract: Ensemble Kalman Filters are used extensively in all geoscience areas. Often a stochastic variant is used, in which each ensemble member is updated via the Kalman Filter equation with an extra perturbation in the innovation.… read more here.
Keywords: kalman; kalman filter; interpretation stochastic; ensemble kalman ... See more keywords