A Maximum Likelihood Ensemble Filter via a Modified Cholesky Decomposition for Non-Gaussian Data Assimilation
Fecha
2020-02-06
Autores
Elias David Nino-Ruiz
Alfonso Mancilla-Herrera
López, Santiago
Lucia Quintero M, O.
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ISSN de la revista
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Editor
MDPI AG
Resumen
This paper proposes an efficient and practical implementation of the Maximum Likelihood Ensemble Filter via a Modified Cholesky decomposition (MLEF-MC).