Open AccessMultilevel Ensemble Kalman Filtering based on a sample average of independent EnKF estimators
Author(s) -
Håkon Hoel,
Gaukhar Shaimerdenova,
Raúl Tempone
Publication year - 2020
Publication title -
foundations of data science
Language(s) - English
Resource type - Journals
ISSN - 2639-8001
DOI - 10.3934/fods.2020017
Subject(s) - ensemble kalman filter , kalman filter , estimator , gaussian , data assimilation , monte carlo method , algorithm , mathematics , statistical physics , computer science , extended kalman filter , statistics , physics , meteorology , quantum mechanics