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Sampling-free linear Bayesian update of polynomial chaos representations - MaRDI portal

Sampling-free linear Bayesian update of polynomial chaos representations (Q385895)

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scientific article; zbMATH DE number 6237754
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Sampling-free linear Bayesian update of polynomial chaos representations
scientific article; zbMATH DE number 6237754

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    Sampling-free linear Bayesian update of polynomial chaos representations (English)
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    12 December 2013
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    minimum squared error estimate
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    minimum variance estimate
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    polynomial chaos expansion
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    linear Bayesian update
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    Kalman filter
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