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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...

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Detalles Bibliográficos
Autores principales: Nino-Ruiz, Elias David, Mancilla-Herrera, Alfonso, Lopez-Restrepo, Santiago, Quintero-Montoya, Olga
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
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

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