A new ensemble Kalman filter built on possibility theory fits the tightest Gaussian possibility function to weighted particles, yielding better calibrated uncertainty estimates from small ensembles.
Analysis scheme in the ensemble Kalman filter
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Redesigning the ensemble Kalman filter with a dedicated model of epistemic uncertainty
A new ensemble Kalman filter built on possibility theory fits the tightest Gaussian possibility function to weighted particles, yielding better calibrated uncertainty estimates from small ensembles.