Unscented/ensemble transform-based variational filter

DOI10.1016/j.physd.2012.11.006zbMath1339.93108OpenAlexW2024401575MaRDI QIDQ1948083

Christophe Baehr, Ming Lei

Publication date: 30 April 2013

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physd.2012.11.006

zbMATH Keywords

ensemble Kalman filter (EnKF)unscented transformensemble transformensemble unscented Kalman filter (EnUKF)rank reduction methodvariational filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) System structure simplification (93B11)

Cites Work

• Ensemble Kalman filter with the unscented transform
• Comment on ``Ensemble Kalman filter with the unscented transform
• The truncated SVD as a method for regularization
• Reply to: ``Comment on: `ensemble Kalman filter with the unscented transform'
• The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
• Principal component analysis in linear systems: Controllability, observability, and model reduction
• Global Convergence Properties of Conjugate Gradient Methods for Optimization
• A new method for the nonlinear transformation of means and covariances in filters and estimators
• A Nonlinear Conjugate Gradient Method with a Strong Global Convergence Property
• The ensemble Kalman filter for combined state and parameter estimation
• Systems of conservation laws
• Methods of conjugate gradients for solving linear systems
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Unscented/ensemble transform-based variational filter