Kalman filter variants in the closed skew normal setting

DOI10.1016/j.csda.2014.01.014zbMath1506.62155OpenAlexW2024368347MaRDI QIDQ1623467

Jo Eidsvik, Javad Rezaie

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2014.01.014

zbMATH Keywords

nonlinear systemensemble Kalman filterpetroleum reservoirclosed skew normal distributionrecursive Bayesian estimation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20)

Related Items (4)

A skewed unscented Kalman filter ⋮ Ensemble-based seismic and production data assimilation using selection Kalman model ⋮ A Kalman filter method for estimation and prediction of space-time data with an autoregressive structure ⋮ A skew-normal dynamic linear model and Bayesian forecasting

Uses Software

• EnKF

Cites Work

• Unnamed Item
• Bayesian spatial regression models with closed skew normal correlated errors and missing observations
• Ensemble Kalman filtering with shrinkage regression techniques
• Bridging the ensemble Kalman filter and particle filters: The adaptive Gaussian mixture filter
• Estimating the closed skew-normal distribution parameters using weighted moments
• A multivariate skew normal distribution.
• Additive properties of skew normal random vectors
• A skewed Kalman filter
• Stochastic processes and filtering theory
• Sequential Monte Carlo Methods in Practice
• The multivariate skew-normal distribution
• The ensemble Kalman filter for combined state and parameter estimation

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