Using the Extended Kalman Filter with a

Abstract

The formulation of the extended Kalman lter for a multilayer nonlinear quasi-geostrophic ocean circulation model is discussed. The nonlinearity in the ocean model leads to an approxima-tive equation for error covariance propagation, where the transition matrix is dependent on the state trajectory. This nonlinearity complicates the dynamics of the error… (More)

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@inproceedings{Evensen1992UsingTE, title={Using the Extended Kalman Filter with a}, author={Geir Evensen}, year={1992} }