Estimating model-error covariances in nonlinear state-space models using Kalman smoothing and the expectation-maximization algorithm

On the ensemble Rauch-Tung-Striebel smoother and its equivalence to the ensemble Kalman smoother

(2016) Patrick Nima Raanes   QUARTERLY JOURNAL OF THE ROYAL METEOROLOGICAL SOCIETY

Bayesian estimation of the observation-error covariance matrix in ensemble-based filters

(2016) Genta Ueno et al.   QUARTERLY JOURNAL OF THE ROYAL METEOROLOGICAL SOCIETY

Mitigating Observation Perturbation Sampling Errors in the Stochastic EnKF

(2015) I. Hoteit et al.   MONTHLY WEATHER REVIEW

Offline parameter estimation using EnKF and maximum likelihood error covariance estimates: Application to a subgrid-scale orography parametrization

(2014) P. Tandeo et al.   QUARTERLY JOURNAL OF THE ROYAL METEOROLOGICAL SOCIETY

Iterative algorithm for maximum-likelihood estimation of the observation-error covariance matrix for ensemble-based filters

(2013) Genta Ueno et al.   QUARTERLY JOURNAL OF THE ROYAL METEOROLOGICAL SOCIETY

Adaptive ensemble Kalman filtering of non-linear systems

(2013) Tyrus Berry et al.   TELLUS SERIES A-DYNAMIC METEOROLOGY AND OCEANOGRAPHY

Smoothing Problems in a Bayesian Framework and Their Linear Gaussian Solutions

(2011) Emmanuel Cosme et al.   MONTHLY WEATHER REVIEW

A comparison of simultaneous state and parameter estimation schemes for a continuous fermentor reactor

(2010) Saneej B. Chitralekha et al.   JOURNAL OF PROCESS CONTROL

Model Error Representation in an Operational Ensemble Kalman Filter

(2008) P. L. Houtekamer et al.   MONTHLY WEATHER REVIEW