Long-Time Stability and Accuracy of the Ensemble Kalman--Bucy Filter for Fully Observed Processes and Small Measurement Noise (Q3176261)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-Time Stability and Accuracy of the Ensemble Kalman--Bucy Filter for Fully Observed Processes and Small Measurement Noise |
scientific article |
Statements
Long-Time Stability and Accuracy of the Ensemble Kalman--Bucy Filter for Fully Observed Processes and Small Measurement Noise (English)
0 references
19 July 2018
0 references
data assimilation
0 references
Kalman-Bucy filter
0 references
ensemble Kalman filter
0 references
stability
0 references
accuracy
0 references
asymptotic behavior
0 references
0 references
0 references
0 references
