An Ensemble Kalman Smoother for Online Paleoclimate Data Assimilation
An integrated hybrid ensemble Kalman smoother (IHEnKS) is proposed to optimally utilize proxy data from the past to the future for paleoclimate data assimilation (PDA). As an extension of the integrated hybrid ensemble Kalman filter, IHEnKS assimilates future proxies through cross‐time error covariances, which are es...