论文标题
关于合奏调整Kalman滤波器配方的注释
A note on the formulation of the Ensemble Adjustment Kalman Filter
论文作者
论文摘要
合奏调整Kalman滤波器（EAKF； Anderson，2001）是最早的集合平方根过滤器之一。本说明阐明了EAKF的正确配方，这取决于对配方中涉及的一个矩阵的特征分类的仔细处理。
The ensemble adjustment Kalman filter (EAKF; Anderson, 2001) is one of the earliest ensemble square root filters. This note clarifies the correct formulation of the EAKF, which depends on a careful treatment of an eigen-decomposition of one of the matrices involved in the formulation.
