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A comparison of nonlinear extensions to the ensemble Kalman filter: Gaussian anamorphosis and two-step ensemble filters
Ensemble Kalman filters are based on a Gaussian assumption, which can limit their performance in some non-Gaussian settings. This paper reviews two nonlinear, non-Gaussian extensions of the Ensemble Kalman Filter: Gaussian anamorphosis (GA) methods and two-step updates, of which the rank histogram f...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer International Publishing
2022
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8897550/ https://www.ncbi.nlm.nih.gov/pubmed/35280324 http://dx.doi.org/10.1007/s10596-022-10141-x |