An Ensemble Kalman Filter Implementation Based on Modified Cholesky Decomposition for Inverse Covariance Matrix Estimation

Document Details

Document Type
Pub Defense Publication
Publication Date
Jan 01, 2018
Source ID
10.1137/16m1097031

Entities

People

  • Adrian Sandu
  • Elias D. Nino-ruiz
  • Xinwei Deng

Organizations

  • Air Force Office of Scientific Research
  • National Science Foundation
  • Universidad del Norte, Colombia
  • Virginia Tech