SymPKF (v1.0): a symbolic and computational toolbox for the design of parametric Kalman filter dynamics

<p>Recent research in data assimilation has led to the introduction of the parametric Kalman filter (PKF): an implementation of the Kalman filter, whereby the covariance matrices are approximated by a parameterized covariance model. In the PKF, the dynamics of the covariance during the forecas...

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Bibliographic Details
Main Authors: O. Pannekoucke, P. Arbogast
Format: Article
Language:English
Published: Copernicus Publications 2021-10-01
Series:Geoscientific Model Development
Online Access:https://gmd.copernicus.org/articles/14/5957/2021/gmd-14-5957-2021.pdf