GaukharSH/mlenkf: Julia Implementation of Multilevel Ensemble Kalman Filtering (MLEnKF) with Local Kalman Gains
Type
SoftwareKAUST Department
Applied Mathematics and Computational Science ProgramComputer, Electrical and Mathematical Science and Engineering (CEMSE) Division
Stochastic Numerics Research Group
Date
2019-12-22Permanent link to this record
http://hdl.handle.net/10754/667585
Metadata
Show full item recordAbstract
Julia Implementation of Multilevel Ensemble Kalman Filtering (MLEnKF) with Local Kalman GainsPublisher
GithubAdditional Links
https://github.com/GaukharSH/mlenkfRelations
Is Supplement To:- [Article]
Hoel, H., Shaimerdenova, G., & Tempone, R. (2020). Multilevel Ensemble Kalman Filtering based on a sample average of independent EnKF estimators. Foundations of Data Science, 2(4), 351–390. doi:10.3934/fods.2020017. DOI: 10.3934/fods.2020017 Handle: 10754/661369