An efficient implementation of the ensemble Kalman filter based on an iterative Sherman-Morrison formula (Q5963729): Difference between revisions

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scientific article; zbMATH DE number 6544438
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An efficient implementation of the ensemble Kalman filter based on an iterative Sherman-Morrison formula
scientific article; zbMATH DE number 6544438

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    An efficient implementation of the ensemble Kalman filter based on an iterative Sherman-Morrison formula (English)
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    23 February 2016
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    ensemble Kalman filter
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    matrix inversion
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    Sherman-Morrison formula
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    matrix decomposition
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