Fig. 13From: Precision and convergence speed of the ensemble Kalman filter-based parameter estimation: setting parameter uncertainty for reliable and efficient estimationPower spectral density function assuming the AR(1) model. The lines of spectral functions were based on Eq. (9) using estimated values of autoregressive parameter ϕ and standard deviation of the random perturbation σε for experiments where σ = 0.05 (red), 0.1 (purple), 0.2 (cyan), and 0.4 (yellow) (dotted lines). Solid lines show power spectral density directly derived from the experimental time series. The experimental power spectral density differed slightly from Fig. 7 because the bias component (blue line in Fig. 8) was removed from each time series prior to calculating power spectral densityBack to article page