On the continuous time limit of ensemble square root filters

DOI10.4310/CMS.2021.v19.n7.a5zbMath1477.93163arXiv1910.12493OpenAlexW3197410800MaRDI QIDQ2057049

Wilhelm Stannat, Theresa Lange

Publication date: 8 December 2021

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.12493

zbMATH Keywords

ensemble square root filtercontinuous time limitdeterministic model perturbations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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