The variational Kalman filter and an efficient implementation using limited memory BFGS (Q2786298)
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scientific article; zbMATH DE number 5789785
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The variational Kalman filter and an efficient implementation using limited memory BFGS |
scientific article; zbMATH DE number 5789785 |
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The variational Kalman filter and an efficient implementation using limited memory BFGS (English)
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21 September 2010
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Kalman filter
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Bayesian inversion
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large-scale optimization
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variational methods
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quasi Newton methods
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optimization
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nonlinear dynamics
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numerical examples
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system of linear stochastic difference equations
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Broyden-Fletcher-Goldfarb-Shanno (LBFGS) method
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