Blar i NTNU Open på forfatter "Gryvill, Håkon"
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Hierarchical ensemble Kalman filter formulated with sparse matrices
Gryvill, Håkon (Master thesis, 2020)Hierarkisk ensemble Kalmanfilter (HEnKF), introdusert i Omre og Myrseth (2010), er en utvidelse av ensemble Kalmanfilter (EnKF). Ved å ilegge en hierarkisk modell på state space-variablene har HEnKF vist å gi mer robuste ... -
A sparse matrix formulation of model-based ensemble Kalman filter
Gryvill, Håkon; Tjelmeland, Håkon (Peer reviewed; Journal article, 2023)We introduce a computationally efficient variant of the model-based ensemble Kalman filter (EnKF). We propose two changes to the original formulation. First, we phrase the setup in terms of precision matrices instead of ...