Adaptive sampling with the ensemble transform Kalman filter. Part I: Theoretical aspects
CH Bishop, BJ Etherton, SJ Majumdar
Monthly Weather Review | AMER METEOROLOGICAL SOC | Published : 2001
Presents a study which introduced a suboptimal Kalman filter called the ensemble transform Kalman filter (ET KF), which provides a framework for assimilating observations and for estimating the effect of observations on forecast error variance. Background of Kalman filters and how they can be used in targeting; Characteristics that distinguish the ET KF; Illustration on the use of ET KF.