collaborators

1 paper

math.NA2020

Multilevel Ensemble Kalman Filtering based on a sample average of independent EnKF estimators

Håkon Hoel, Gaukhar Shaimerdenova, Raúl Tempone

We introduce a new multilevel ensemble Kalman filter method (MLEnKF) which consists of a hierarchy of independent samples of ensemble Kalman filters (EnKF). This new MLEnKF method…