Selected article for: "ensemble Kalman filter and Kalman filter"
Author: Qihui Yang; Chunlin Yi; Aram Vajdi; Lee W Cohnstaedt; Hongyu Wu; Xiaolong Guo; Caterina M Scoglio
Title: Short-term forecasts and long-term mitigation evaluations for the COVID-19 epidemic in Hubei Province, China
  • Document date: 2020_3_30
    • ID: kcb68hue_11
    Snippet: is the (which was not peer-reviewed) The copyright holder for this preprint . https://doi.org/10. 1101 Kalman filter (Jazwinski, 2007) , a dual state-parameter estimation filtering method-ensemble Kalman filter (EnKF) is used for our study (Jensen, 2007; Moradkhani, Sorooshian, Gupta, & Houser, 2005) . EnKF is based on Monte Carlo where the approximation of forecast (a priori) state error covariance matrix is made by propagating an ensemble of mo.....
    Document: is the (which was not peer-reviewed) The copyright holder for this preprint . https://doi.org/10. 1101 Kalman filter (Jazwinski, 2007) , a dual state-parameter estimation filtering method-ensemble Kalman filter (EnKF) is used for our study (Jensen, 2007; Moradkhani, Sorooshian, Gupta, & Houser, 2005) . EnKF is based on Monte Carlo where the approximation of forecast (a priori) state error covariance matrix is made by propagating an ensemble of model states using the updated states (ensemble members) from the previous time step.

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