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Ensemble Updating of Binary State Vectors by Maximising the Expected Number of Unchanged Components

Ensemble Updating of Binary State Vectors by Maximising the Expected Number of Unchanged Components

Summary The main challenge in ensemble-based filtering methods is the updating of a prior ensemble to a posterior ensemble. In the ensemble Kalman filter (EnKF) the update is constructed based on a linear-Gaussian model assumption. In the present study we consider how the underlying ideas of the EnKF can be …