Wavelet Ensemble Kalman Filters
Dynamical Systems
2011-03-01 v1 Atmospheric and Oceanic Physics
Data Analysis, Statistics and Probability
Abstract
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.
Keywords
Cite
@article{arxiv.1102.5554,
title = {Wavelet Ensemble Kalman Filters},
author = {Jonathan D. Beezley and Jan Mandel and Loren Cobb},
journal= {arXiv preprint arXiv:1102.5554},
year = {2011}
}
Comments
4 pages, 4 figures