On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters (Q1650090)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters |
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On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters (English)
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29 June 2018
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ensemble Kalman filter
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Kalman-Bucy filter
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Riccati equations
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ill-conditioned systems
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mean-field particle models
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sequential Monte Carlo methods
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interacting particle systems
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random covariance matrices
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nonlinear Markov processes
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