Uncertainty Quantification in the Ensemble Kalman Filter

DOI10.1111/sjos.12039zbMath1283.62196OpenAlexW1583362856MaRDI QIDQ2868872

Henning Omre, Jon Sætrom

Publication date: 19 December 2013

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12039

zbMATH Keywords

linear regressionsequential Monte Carlodata assimilationensemble inflationhidden Markov modelsl

Mathematics Subject Classification ID

Related Items (3)

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Uses Software

• EnKF

Cites Work

• Ensemble Kalman filtering with shrinkage regression techniques
• Cross-covariances and localization for EnKF in multiphase flow data assimilation
• Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
• Exploring the need for localization in ensemble data assimilation using a hierarchical ensemble filter
• Sequential Monte Carlo Methods in Practice
• Data Assimilation
• Unnamed Item

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