Improved initial sampling for the ensemble Kalman filter

DOI10.1007/s10596-008-9101-2zbMath1175.65018OpenAlexW2064808852MaRDI QIDQ732177

Dean S. Oliver, Yan Chen

Publication date: 9 October 2009

Published in: Computational Geosciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10596-008-9101-2

zbMATH Keywords

Monte Carloimportance samplingnumerical examplesvariance reductionensemble Kalman filter

Mathematics Subject Classification ID

Related Items (2)

Fast linearized forecasts for subsurface flow data assimilation with ensemble Kalman filter ⋮ A stochastic collocation based Kalman filter for data assimilation

Uses Software

• EnKF

Cites Work

• Approximate importance sampling Monte Carlo for data assimilation
• Least-squares Importance Sampling for Monte Carlo security pricing
• Integration of Multimodal Functions by Monte Carlo Importance Sampling
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