Pages that link to "Item:Q4610145"
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The following pages link to An Ensemble Kalman Filter Implementation Based on Modified Cholesky Decomposition for Inverse Covariance Matrix Estimation (Q4610145):
Displaying 12 items.
- A reduced-space line-search method for unconstrained optimization via random descent directions (Q2007776) (← links)
- An efficient ensemble Kalman filter implementation via shrinkage covariance matrix estimation: exploiting prior knowledge (Q2027172) (← links)
- An ensemble Kalman filter implementation based on the Ledoit and Wolf covariance matrix estimator (Q2222066) (← links)
- Non-linear data assimilation via trust region optimization (Q2322777) (← links)
- An ensemble forecast method based on observational errors (Q3193389) (← links)
- REGIONAL WEATHER DOWNSCALING USING ENSEMBLE KALMAN FILTER WITH SINGULAR VECTOR (Q3464996) (← links)
- A Multifidelity Ensemble Kalman Filter with Reduced Order Control Variates (Q4997361) (← links)
- Coupling Techniques for Nonlinear Ensemble Filtering (Q5044993) (← links)
- An efficient implementation of the ensemble Kalman filter based on an iterative Sherman-Morrison formula (Q5963729) (← links)
- Ensemble transport smoothing. II: Nonlinear updates (Q6145479) (← links)
- An adjoint-free four-dimensional variational data assimilation method via a modified Cholesky decomposition and an iterative Woodbury matrix formula (Q6166395) (← links)
- A sparse matrix formulation of model-based ensemble Kalman filter (Q6172920) (← links)
