3 papers
stat.AP2017
A local ensemble transform Kalman particle filter for convective scale data assimilation
Sylvain Robert, Daniel Leuenberger, Hans R. Künsch
Ensemble data assimilation methods such as the Ensemble Kalman Filter (EnKF) are a key component of probabilistic weather forecasting. They represent the uncertainty in the initial…
stat.CO2016
Localization in High-Dimensional Monte Carlo Filtering
Sylvain Robert, Hans R. Künsch
The high dimensionality and computational constraints associated with filtering problems in large-scale geophysical applications are particularly challenging for the Particle Filte…
stat.AP2016
Localizing the Ensemble Kalman Particle Filter
Sylvain Robert, Hans R. Künsch
Ensemble methods such as the Ensemble Kalman Filter (EnKF) are widely used for data assimilation in large-scale geophysical applications, as for example in numerical weather predic…