Variational ensemble kalman filtering using limited memory BFGS

Electronic Transactions on Numerical Analysis

Volumn 39, Issue , 2012, Pages 271-285

  Solonen, Antti ^a,b   Haario, Heikki ^b   Hakkarainen, Janne ^a   Auvinen, Harri ^b   Amour, Idrissa ^b   Kauranne, Tuomo ^b  

^a LAPPEENRANTA UNIVERSITY OF TECHNOLOGY   (Finland)

^b FINNISH METEOROLOGICAL INSTITUTE   (Finland)

Author keywords

Data assimilation; Ensemble filtering; Kalman filtering; LBFGS; State estimation

Indexed keywords

CODES (SYMBOLS); COVARIANCE MATRIX; DIGITAL STORAGE; ERRORS; EXTENDED KALMAN FILTERS; NONLINEAR PROGRAMMING; STATE ESTIMATION;

COVARIANCE APPROXIMATIONS; DATA ASSIMILATION; ENSEMBLE KALMAN FILTERING; KALMAN-FILTERING; LBFGS; LIMITED MEMORY BROYDEN-FLETCHER-GOLDFARB-SHANNO; NONLINEAR STATE ESTIMATION; STATISTICAL INFORMATION;

INFORMATION FILTERING;

EID: 84870824336     PISSN: None     EISSN: 10689613     Source Type: Journal    
DOI: None     Document Type: Article

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