Wavelet Ensemble Kalman Filters
classification
🧮 math.DS
physics.ao-phphysics.data-an
keywords
waveletachieveadaptiveapproximationassimilationcovariancedatademonstrated
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We present a new type of the EnKF for data assimilation in spatial models that uses diagonal approximation of the state covariance in the wavelet space to achieve adaptive localization. The efficiency of the new method is demonstrated on an example.
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