The focus in this Chapter will be on three methods, the Ensemble Smoother (ES), the Ensemble Kalman Smoother (EnKS) and the Ensemble Kalman Filter (EnKF). They belong to a general class of so-called particle methods which use a Monte Carlo or ensemble representation for the pdfs, an ensemble integration using stochastic models to model the time evolution of the pdfs, and different schemes for conditioning the predicted pdf given the observations.
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© 2009 Springer-Verlag Berlin Heidelberg
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Evensen, G. (2009). Ensemble methods. In: Data Assimilation. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-03711-5_9
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DOI: https://doi.org/10.1007/978-3-642-03711-5_9
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