Elias David Niño Ruiz, Adrian Sandu, Jeffrey L. Anderson. An efficient implementation of the ensemble Kalman filter based on an iterative Sherman-Morrison formula. Statistics and Computing, 25(3):561-577, 2015. [doi]
@article{RuizSA15,
title = {An efficient implementation of the ensemble Kalman filter based on an iterative Sherman-Morrison formula},
author = {Elias David Niño Ruiz and Adrian Sandu and Jeffrey L. Anderson},
year = {2015},
doi = {10.1007/s11222-014-9454-4},
url = {http://dx.doi.org/10.1007/s11222-014-9454-4},
researchr = {https://researchr.org/publication/RuizSA15},
cites = {0},
citedby = {0},
journal = {Statistics and Computing},
volume = {25},
number = {3},
pages = {561-577},
}