Improved initial sampling for the ensemble Kalman filter

Computational Geosciences

Volumn 13, Issue 1, 2009, Pages 13-27

  Oliver, Dean S ^a   Chen, Yan ^a  

^a UNIVERSITY OF OKLAHOMA   (United States)

Author keywords

Ensemble Kalman filter; Importance sampling; Monte Carlo; Variance reduction

Indexed keywords

EIGENVALUES AND EIGENFUNCTIONS; KALMAN FILTERS; MONTE CARLO METHODS; SAMPLING;

EIGENVALUE; ENSEMBLE FORECASTING; ESTIMATION METHOD; FLOW MEASUREMENT; KALMAN FILTER; MONTE CARLO ANALYSIS; NONLINEARITY; OBSERVATIONAL METHOD; PERFORMANCE ASSESSMENT; RELIABILITY ANALYSIS;

EID: 61549132041     PISSN: 14200597     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10596-008-9101-2     Document Type: Article

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