GaukharSH/mlenkf: Julia Implementation of Multilevel Ensemble Kalman Filtering (MLEnKF) with Local Kalman Gains

Type
Software
Authors
Hoel, Håkon
Shaimerdenova, Gaukhar cc
Tempone, Raul cc
KAUST Department
Applied Mathematics and Computational Science Program
Computer, Electrical and Mathematical Science and Engineering (CEMSE) Division
Stochastic Numerics Research Group
Date
2019-12-22
Permanent link to this record
http://hdl.handle.net/10754/667585

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Abstract
Julia Implementation of Multilevel Ensemble Kalman Filtering (MLEnKF) with Local Kalman Gains
Publisher
Github
Additional Links
https://github.com/GaukharSH/mlenkf
Relations
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
Collections
Applied Mathematics and Computational Science Program; Software; Computer, Electrical and Mathematical Science and Engineering (CEMSE) Division