Computational Issues: EnKF - 4dvarenkf.cima.fcen.uba.ar

LETKF cost estimate (Szyunogh et al 2008: Tellus, 60A, 113-130) Each state variable can be updated independently (perfectly parallel, no communication needed). Assume diagonal R. Most expensive step is YbR-1YbT, where Y is K x Lloc matrix of observation priors....

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