Ensemble Kalman filter implementations based on shrinkage covariance matrix estimation
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TR Number
Date
2015-11-01
Authors
Nino-Ruiz, Elias D.
Sandu, Adrian
Journal Title
Journal ISSN
Volume Title
Publisher
Springer
Abstract
Description
Keywords
Oceanography, EnKF, Shrinkage covariance estimation, Background errors, Square root filter, DATA ASSIMILATION, ERROR COVARIANCES, MODELS