Data Assimilation: The Ensemble Kalman Filter

Statistical definitions.- Analysis scheme.- Sequential data assimilation.- Variational inverse problems.- Nonlinear variational inverse problems.- Probabilistic formulation.- Generalized Inverse.- Ensemble methods.- Statistical optimization.- Sampling strategies for the EnKF.- Model errors.- Square Root Analysis schemes.- Rank issues.- Spurious correlations, localization, and inflation.- An ocean prediction system.- Estimation in an oil reservoir simulator.