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Tommy Odland committed Dec 29, 2023
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An optimization approach.
The observations are perturbed once, and we use the Gauss-Newton algorithm to minimize a cost function.
The proposed algorithm has state across iterations in a matrix $W$, which makes it more challening to reason about compared to ESMDA.
The proposed algorithm has state across iterations in a matrix $W$, which makes it more challenging to reason about compared to ESMDA.

- (2019) [**Efficient Implementation of an Iterative Ensemble Smoother for Data Assimilation and Reservoir History Matching**](https://www.frontiersin.org/articles/10.3389/fams.2019.00047/full) by Evensen et al

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