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"An ensemble Kalman filter implementation based on the Ledoit and Wolf ..."

Elias David Niño Ruiz, Luis Guzman, Daladier Jabba (2021)

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DOI: 10.1016/J.CAM.2020.113163

access: closed

type: Journal Article

metadata version: 2022-04-09

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Elias David Niño Ruiz, Luis Guzman, Daladier Jabba:
An ensemble Kalman filter implementation based on the Ledoit and Wolf covariance matrix estimator. J. Comput. Appl. Math. 384: 113163 (2021)

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