• 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 ...