A note on the formulation of the Ensemble Adjustment Kalman Filter
arXiv:2006.02941
Abstract
The ensemble adjustment Kalman filter (EAKF; Anderson, 2001) is one of the earliest ensemble square root filters. This note clarifies the correct formulation of the EAKF, which depends on a careful treatment of an eigen-decomposition of one of the matrices involved in the formulation.
3 pages, no figures