Concrete ensemble Kalman filters with rigorous catastrophic filter divergence

Proceedings of the National Academy of Sciences of the United States of America

Volumn 112, Issue 34, 2015, Pages 10589-10594

  Kelly, David ^a   Majda, Andrew J ^a   Tong, Xin T ^a  

^a NEW YORK UNIVERSITY   (United States)

Author keywords

Data assimilation; Ensemble kalman filter; Filter divergence

Indexed keywords

ALGORITHM; ARTICLE; CATASTROPHIC FILTER DIVERGENCE; COVARIANCE; DECOMPOSITION; DYNAMICS; ENSEMBLE KALMAN FILTER; FORECASTING; MATHEMATICAL MODEL; MATHEMATICAL PHENOMENA; NONLINEAR SYSTEM; PRIORITY JOURNAL; SIMULATION;

EID: 84940416841     PISSN: 00278424     EISSN: 10916490     Source Type: Journal    
DOI: 10.1073/pnas.1511063112     Document Type: Article

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