no code implementations • 29 Feb 2020 • Andrey A Popov, Adrian Sandu, Elias D. Nino-Ruiz, Geir Evensen
The Ensemble Kalman Filters (EnKF) employ a Monte-Carlo approach to represent covariance information, and are affected by sampling errors in operational settings where the number of model realizations is much smaller than the model state dimension.
Methodology Numerical Analysis Numerical Analysis
