An adjoint-free four-dimensional variational data assimilation method via a modified Cholesky decomposition and an iterative Woodbury matrix formula
DOI10.1007/s11071-019-05411-wzbMath1516.60024OpenAlexW2996140527WikidataQ126577221 ScholiaQ126577221MaRDI QIDQ6166395
Luis G. Guzman-Reyes, Rolando Beltran-Arrieta, Elias D. Nino Ruiz
Publication date: 2 August 2023
Published in: Nonlinear Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11071-019-05411-w
hybrid methodsensemble Kalman filtermodified Cholesky decompositionfour-dimensional variationalWoodbury matrix identity
Computational methods in Markov chains (60J22) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic approximation (62L20) Optimality conditions for problems involving randomness (49K45)
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Cites Work
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