Ensemble Kalman Filtering without a Model

Methods of data assimilation are established in physical sciences and engineering for the merging of observed data with dynamical models. When the model is nonlinear, methods such as the ensemble Kalman filter have been developed for this purpose. At the other end of the spectrum, when a model is no...

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Bibliographic Details
Main Authors: Franz Hamilton, Tyrus Berry, Timothy Sauer
Format: Article
Language:English
Published: American Physical Society 2016-03-01
Series:Physical Review X
Online Access:http://doi.org/10.1103/PhysRevX.6.011021