The Ensemble Kalman filter: a signal processing perspective
Abstract The ensemble Kalman filter (EnKF) is a Monte Carlo-based implementation of the Kalman filter (KF) for extremely high-dimensional, possibly nonlinear, and non-Gaussian state estimation problems. Its ability to handle state dimensions in the order of millions has made the EnKF a popular algor...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2017-08-01
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| Series: | EURASIP Journal on Advances in Signal Processing |
| Online Access: | http://link.springer.com/article/10.1186/s13634-017-0492-x |