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Comment on “Ensemble Kalman filter with the unscented transform”. (English) Zbl 1177.93084

Summary: The results of numerical experiments with the ensemble unscented Kalman filter and 40-dimensional model of Lorentz and Emanuel in [X. Luo and I. M. Moroz, Physica D 238, No. 5, 549–562 (2009; Zbl 1159.93358)] are inconclusive.

MSC:

93E11 Filtering in stochastic control theory
93C10 Nonlinear systems in control theory

Citations:

Zbl 1159.93358
Full Text: DOI

References:

[1] Wang, X.; Bishop, C. H.; Julier, S. J., Which is better, an ensemble of positive-negative pairs or a centered spherical simplex ensemble?, Mon. Weather Rev., 132, 1590-1605 (2004)
[2] Luo, X.; Moroz, I. M., Ensemble Kalman filter with the unscented transform, Physica D, 238, 549-562 (2009) · Zbl 1159.93358
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