Gaussian approximations in filters and smoothers for data assimilation
We present mathematical arguments and experimental evidence that suggest that Gaussian approximations of posterior distributions are appropriate even if the physical system under consideration is nonlinear. The reason for this is a regularizing effect of the observations that can turn multi-modal pr...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2019-01-01
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| Series: | Tellus: Series A, Dynamic Meteorology and Oceanography |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/16000870.2019.1600344 |