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FAST FOURIER TRANSFORM ENSEMBLE KALMAN FILTER WITH APPLICATION TO A COUPLED ATMOSPHERE-WILDLAND FIRE MODEL
We propose a new type of the Ensemble Kalman Filter (EnKF), which uses the Fast Fourier Transform (FFT) for covariance estimation from a very small ensemble with automatic tapering, and for a fast computation of the analysis ensemble by convolution, avoiding the need to solve a sparse system with the …