An efficient ensemble Kalman Filter implementation via shrinkage covariance matrix estimation: exploiting prior knowledge
Published in Computational Geosciences, 2021
Recommended citation: Lopez-Restrepo, S., Nino-Ruiz, E. D., Guzman-Reyes, L. G., Yarce Botero, A., Quintero, O. L., Pinel, N., ... & Heemink, A. W. (2021). An efficient ensemble Kalman Filter implementation via shrinkage covariance matrix estimation: exploiting prior knowledge. Computational Geosciences, 25, 985-1003. https://link.springer.com/article/10.1007/s10596-021-10035-4