no code implementations • 25 Feb 2021 • Andrey A Popov, Adrian Sandu
The multifidelity ensemble Kalman filter (MFEnKF) recently developed by the authors combines a full-order physical model and a hierarchy of reduced order surrogate models in order to increase the computational efficiency of data assimilation.
no code implementations • 29 Feb 2020 • Andrey A Popov, Adrian Sandu, Elias D. Nino-Ruiz, Geir Evensen
The Ensemble Kalman Filters (EnKF) employ a Monte-Carlo approach to represent covariance information, and are affected by sampling errors in operational settings where the number of model realizations is much smaller than the model state dimension.
Methodology Numerical Analysis Numerical Analysis