1 code implementation • 22 Apr 2024 • Mathieu Le Provost, Jan Glaubitz, Youssef Marzouk
Finally, we assess the benefits of preserving linear invariants for the ensemble Kalman filter and nonlinear ensemble filters.
1 code implementation • 12 Oct 2023 • Mathieu Le Provost, Ricardo Baptista, Jeff D. Eldredge, Youssef Marzouk
In these settings, the Kalman filter and its ensemble version - the ensemble Kalman filter (EnKF) - that have been designed under Gaussian assumptions result in degraded performance.
2 code implementations • 10 Mar 2022 • Mathieu Le Provost, Ricardo Baptista, Youssef Marzouk, Jeff D. Eldredge
We propose a regularization method for ensemble Kalman filtering (EnKF) with elliptic observation operators.
