On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering (Q6050120)

scientific article; zbMATH DE number 7748724

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English	On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering	scientific article; zbMATH DE number 7748724

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instance of

scholarly article

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title

On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering (English)

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MCSS. Mathematics of Control, Signals, and Systems

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publication date

12 October 2023

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full work available at URL

https://arxiv.org/abs/2006.08843

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zbMATH Keywords

data assimilation

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ensemble Kalman filtering

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filter convergence

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particle filters

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Riccati diffusions

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stability

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MaRDI profile type

MaRDI publication profile

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cites work

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Identifiers

zbMATH Open document ID

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10.1007/s00498-023-00357-2

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6050120