Wavelet Ensemble Kalman Filters

Details Wavelet Ensemble Kalman Filters Wavelet Ensemble Kalman Filters

2011-02-27

arxiv.org/abs/1102.5554v1

Mathematics

Dynamical Systems

4 pages, 4 figures

Scientific paper

We present a new type of the EnKF for data assimilation in spatial models
that uses diagonal approximation of the state covariance in the wavelet space
to achieve adaptive localization. The efficiency of the new method is
demonstrated on an example.

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