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They are deemed to be approximately independent, and all calculations proceed as if they actually were independent.Replicate the data Instead of computing the inverse of a matrix and multiplying by it, it is much better (several times cheaper and also more accurate) to compute the Cholesky decomposition of the matrix and treat the multiplication by the inverse as solution of a linear system with many simultaneous right-hand sides.En KFs rely on the Gaussian assumption, although they in practice are used for nonlinear problems, where the Gaussian assumption may not be satisfied.Two-dimensional orthogonal matching pursuit (2D-OMP) algorithm is an extension of the one-dimensional OMP (1D-OMP), whose complexity and memory usage are lower than the 1D-OMP when they are applied to 2D sparse signal recovery.However, the major shortcoming of the 2D-OMP still resides in long computing time.To overcome this disadvantage, we develop a novel parallel design strategy of the 2D-OMP algorithm on a graphics processing unit (GPU) in this paper.

One advantage of En KFs is that advancing the pdf in time is achieved by simply advancing each member of the ensemble.

This can be alleviated by regularization, such as penalization of states with large spatial gradients.

For problems with coherent features, such as hurricanes, thunderstorms, firelines, squall lines, and rain fronts, there is a need to adjust the numerical model state by deforming the state in space (its grid) as well as by correcting the state amplitudes additively.

Ideally, ensemble members would form a sample from the prior distribution.

However, the ensemble members are not in general independent except in the initial ensemble, since every En KF step ties them together.

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