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Anderson, J.L. and Anderson, S.L. (1994) A Monte Carlo Implementation of the Nonlinear Filtering Problem to Produce Ensemble Assimilations and Forecasts. Monthly Weather Review, 127, 2741-2758.
http://dx.doi.org/10.1175/1520-0493(1999)127<2741:AMCIOT>2.0.CO;2

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