A two-stage variable-separation Kalman filter for data assimilation

DOI10.1016/j.jcp.2021.110244OpenAlexW3135030536MaRDI QIDQ2124027

Lijian Jiang, Yuming Ba

Publication date: 14 April 2022

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2021.110244

zbMATH Keywords

data assimilationensemble square root filterporous media applicationstwo-stage variable-separation Kalman filter

Mathematics Subject Classification ID

Parametric inference (62Fxx) Stochastic analysis (60Hxx) Probabilistic methods, stochastic differential equations (65Cxx)

Related Items (1)

Perron–Frobenius Operator Filter for Stochastic Dynamical Systems

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