Browsing NORCE Energi og teknologi by Author "Sandu, Adrian"

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    • A Stochastic Covariance Shrinkage Approach in Ensemble Transform Kalman Filtering 

      Popov, Andrey A.; Sandu, Adrian; Nino-Ruiz, Elias D.; Evensen, Geir (Peer reviewed; Journal article, 2023)
      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 ...