• A Posterior Ensemble Kalman Filter Based On A Modified Cholesky Decomposition 

      Nino-Ruiz, Elias D.; Mancilla, Alfonso; Calabria, Juan C. (Elsevier, 2017-06-12)
      In this paper, we propose a posterior ensemble Kalman filter (EnKF) based on a modified Cholesky decomposition. The main idea behind our approach is to estimate the moments of the analysis distribution based on an ensemble ...