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Fig. 14 | Progress in Earth and Planetary Science

Fig. 14

From: Precision and convergence speed of the ensemble Kalman filter-based parameter estimation: setting parameter uncertainty for reliable and efficient estimation

Fig. 14

Time step until the expected deviation from the true value becomes < 1/e assuming the AR(1) model. Each value was calculated based on Eq. (11) using the estimated autoregressive parameter, ϕ, for experiments where σ = 0.05, 0.1, 0.2, and 0.4 (Fig. 12a). The right vertical axis shows the actual time in correspondence where one time step is 5 min

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