• Assimilation of multiple linearly dependent data vectors 

      Mannseth, Trond (Peer reviewed; Journal article, 2019)
      Assimilation of a sequence of linearly dependent data vectors, {dl}Ll=1 such that dl=BldLL−1l=1 , is considered for a parameter estimation problem. Such a data sequence can occur, for example, in the context of multilevel ...
    • 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 ...