Parametric covariance dynamics for the nonlinear diffusive Burgers equation

<p>The parametric Kalman filter (PKF) is a computationally efficient alternative method to the ensemble Kalman filter. The PKF relies on an approximation of the error covariance matrix by a covariance model with a space–time evolving set of parameters. This study extends the PKF to nonlin...

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Bibliographic Details
Main Authors: O. Pannekoucke, M. Bocquet, R. Ménard
Format: Article
Language:English
Published: Copernicus Publications 2018-07-01
Series:Nonlinear Processes in Geophysics
Online Access:https://www.nonlin-processes-geophys.net/25/481/2018/npg-25-481-2018.pdf