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A Defensive Marginal Particle Filtering Method for Data Assimilation - MaRDI portal

A Defensive Marginal Particle Filtering Method for Data Assimilation (Q5119644)

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scientific article; zbMATH DE number 7242150
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A Defensive Marginal Particle Filtering Method for Data Assimilation
scientific article; zbMATH DE number 7242150

    Statements

    title
    A Defensive Marginal Particle Filtering Method for Data Assimilation (English)
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    DOI
    10.1137/19M1237430
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    author
    Linjie Wen
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    Jiangqi Wu
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    Linjun Lu
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    Jinglai Li
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    publication date
    31 August 2020
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    Mathematics Subject Classification ID
    62M20
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    62F15
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    62R07
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    65C05
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    zbMATH DE Number
    7242150
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    zbMATH Keywords
    ensemble Kalman filter
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    marginal particle filter
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    data assimilation
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    multiple importance sampling
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    particle filter
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    defensive importance sampling
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    arXiv ID
    1810.08791
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    OpenAlex ID
    W3081372062
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