Browsing NTNU Open by Author "Gryvill, Håkon"

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    • Bayesian ensemble Kalman filter for Gaussian mixture models 

      Gryvill, Håkon; Grana, Dario; Tjelmeland, Håkon (Journal article; Peer reviewed, 2024)
      Inverse theory and data assimilation methods are commonly used in earth and environmental science studies to predict unknown variables, such as the physical properties of underground rocks, from a set of measured geophysical ...

    • Ensemble Kalman filter with precision localization 

      Gryvill, Håkon; Tjelmeland, Håkon (Journal article; Peer reviewed, 2024)
      We propose a novel localization strategy for the ensemble Kalman filter procedure based on sparse precision matrices, which we denote precision localization. We assume the latent state vector to come from a Gaussian Markov ...

    • 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 ...