Variational ensemble Kalman filtering using limited memory BFGS

zbMath1321.93060MaRDI QIDQ2447382

Tuomo Kauranne, Idrissa Amour, Janne Hakkarainen, Antti Solonen, Heikki Haario, Harri Auvinen

Publication date: 25 April 2014

Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: http://www.emis.de/journals/ETNA/vol.39.2012/pp271-285.dir/pp271-285.html

zbMATH Keywords

state estimationKalman filteringdata assimilationLBFGSensemble filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Numerical optimization and variational techniques (65K10) Inverse problems in linear algebra (15A29)

Related Items

Optimal Low-rank Approximations of Bayesian Linear Inverse Problems, Goal-Oriented Optimal Approximations of Bayesian Linear Inverse Problems, Deterministic Mean-Field Ensemble Kalman Filtering, Affine-mapping based variational ensemble Kalman filter

Uses Software

• mctoolbox
• TAF
• ADG