Ivan Kasanický
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View article: Semiparametric modeling of the spatiotemporal trends in natural gas consumption: Methodology, results, and consequences
Semiparametric modeling of the spatiotemporal trends in natural gas consumption: Methodology, results, and consequences Open
Household consumption of natural gas is usually considered to be quite stable as cooking, space, and water heating belong to basic needs. The improvement of technologies together with possibilities of switching to alternative sources can, …
View article: On well-posedness of Bayesian data assimilation and inverse problems in Hilbert space
On well-posedness of Bayesian data assimilation and inverse problems in Hilbert space Open
Bayesian inverse problem on an infinite dimensional separable Hilbert space with the whole state observed is well posed when the prior state distribution is a Gaussian probability measure and the data error covariance is a cylindric Gaussi…
View article: On well-posedness of Bayesian data assimilation and inverse problems in Hilbert space
On well-posedness of Bayesian data assimilation and inverse problems in Hilbert space Open
Bayesian inverse problem on an infinite dimensional separable Hilbert space with the whole state observed is well posed when the prior state distribution is a Gaussian probability measure and the data error covariance is a cylindric Gaussi…
View article: Hybrid Levenberg–Marquardt and weak-constraint ensemble Kalman smoother method
Hybrid Levenberg–Marquardt and weak-constraint ensemble Kalman smoother method Open
The ensemble Kalman smoother (EnKS) is used as a linear least-squares solver in the Gauss–Newton method for the large nonlinear least-squares system in incremental 4DVAR. The ensemble approach is naturally parallel over the ensemble member…
View article: Spectral diagonal ensemble Kalman filters
Spectral diagonal ensemble Kalman filters Open
A new type of ensemble Kalman filter is developed, which is based on replacing the sample covariance in the analysis step by its diagonal in a spectral basis. It is proved that this technique improves the approximation of the covariance wh…
View article: Spectral diagonal ensemble Kalman filters
Spectral diagonal ensemble Kalman filters Open
A new type of ensemble Kalman filter is developed, which is based on replacing the sample covariance in the analysis step by its diagonal in a spectral basis. It is proved that this technique improves the aproximation of the covariance whe…