Fig. 5
From: Multilevel ensemble Kalman filtering for spatio-temporal processes
Numerical estimates of the error \(\Vert {\widetilde{\Psi }}^\ell (u_0) - {\widetilde{\Psi }}^{\ell -1}(u_0)\Vert _p\) by the Monte Carlo method (58) for \(p=2\) (dash-dot), \(p=4\) (solid-circle), and \(p=8\) (dash-diamond). The solid line represents the reference function \(f(\ell ) = 2^{-(\ell +1)}\)