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A Maximum Likelihood Ensemble Filter via a Modified Cholesky Decomposition for Non-Gaussian Data Assimilation
This paper proposes an efficient and practical implementation of the Maximum Likelihood Ensemble Filter via a Modified Cholesky decomposition (MLEF-MC). The method works as follows: via an ensemble of model realizations, a well-conditioned and full-rank square-root approximation of the background er...
Autores principales: | , , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
MDPI
2020
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7038685/ https://www.ncbi.nlm.nih.gov/pubmed/32041372 http://dx.doi.org/10.3390/s20030877 |