Construct · 1 fields · 1 citations

ensemble Kalman filter: a standalone construct

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ensembleKalman filter1 CONSTRUCTEnsemble Kalman filterEVENSEN · SIGNAL PROCESSING

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Signal processing

a Monte Carlo variant of the Kalman filter that carries an ensemble of model states to estimate forecast error covariances for nonlinear data assimilation.

In signal processing, ensemble Kalman filter refers to a Monte Carlo variant of the Kalman filter that carries an ensemble of model states to estimate forecast error covariances for nonlinear data assimilation. This meaning comes from Evensen (1994) in Journal of Geophysical Research: Oceans.[1]

Unit
Recovery means
Measured by

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Nearby constructs

assimilation3 fields · 4 citationsjingle · one word, three constructsensemble3 fields · 6 citationsjingle · one word, three constructserror4 fields · 8 citationsjingle · one word, four constructs

References

  1. Evensen, G. (1994). Sequential data assimilation with a nonlinear quasi‐geostrophic model using Monte Carlo methods to forecast error statistics. Journal of Geophysical Research: Oceans, 99(C5), 10143-10162. https://doi.org/10.1029/94jc00572

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