An efficient ensemble Kalman filter implementation via shrinkage covariance matrix estimation: exploiting prior knowledge
type: Item
instance of: scholarly article
title: An efficient ensemble Kalman filter implementation via shrinkage covariance matrix estimation: exploiting prior knowledge
zbMATH Open document ID: 1460.86042
author: Santiago Lopez-Restrepo
author: Luis G. Guzman-Reyes
author: Andres Yarce
author: O. L. Quintero
author: Nicolas Pinel
author: Arjo Segers
author: Elias D. Nino Ruiz
author: A. W. Heemink
published in: Computational Geosciences
publication date: 2021-05-25T00:00:00Z
Mathematics Subject Classification ID: 86A32
zbMATH DE Number: 7350806
zbMATH Keywords: data assimilation
zbMATH Keywords: air quality
zbMATH Keywords: chemical transport model
zbMATH Keywords: ensemble Kalman filter
zbMATH Keywords: background error covariance matrix
describes a project that uses: EnKF
MaRDI profile type: Publication
full work available at URL: s10596-021-10035-4
OpenAlex ID: W3131511344
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cites work: An ensemble Kalman filter implementation based on the Ledoit and Wolf covariance matrix estimator
cites work: An adjoint-free four-dimensional variational data assimilation method via a modified Cholesky decomposition and an iterative Woodbury matrix formula
cites work: Relation between two common localisation methods for the EnKF
cites work: On Using a priori Knowledge in Space-Time Adaptive Processing
cites work: Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings
DOI: 10.1007/S10596-021-10035-4
description: scientific article; zbMATH DE number 7350806