Improved initial sampling for the ensemble Kalman filter (Q732177)
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scientific article; zbMATH DE number 5612703
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved initial sampling for the ensemble Kalman filter |
scientific article; zbMATH DE number 5612703 |
Statements
Improved initial sampling for the ensemble Kalman filter (English)
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9 October 2009
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ensemble Kalman filter
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Monte Carlo
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variance reduction
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importance sampling
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numerical examples
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0.91831815
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0.8992334
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0.8938549
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0.8889197
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0.8863673
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0.8845167
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