A Matrix-Free Posterior Ensemble Kalman Filter Implementation Based on a Modified Cholesky Decomposition
In this paper, a matrix-free posterior ensemble Kalman filter implementation based on a modified Cholesky decomposition is proposed. The method works as follows: the precision matrix of the background error distribution is estimated based on a modified Cholesky decomposition. The resulting estimator...
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| Format: | Article |
| Language: | English |
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MDPI AG
2017-07-01
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| Series: | Atmosphere |
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| Online Access: | https://www.mdpi.com/2073-4433/8/7/125 |