An efficient implementation of the ensemble Kalman filter based on an iterative Sherman-Morrison formula (Q5963729)
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scientific article; zbMATH DE number 6544438
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient implementation of the ensemble Kalman filter based on an iterative Sherman-Morrison formula |
scientific article; zbMATH DE number 6544438 |
Statements
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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