Bridging the ensemble Kalman and particle filters

DOI10.1093/biomet/ast020zbMath1279.62199arXiv1208.0463OpenAlexW2102270443MaRDI QIDQ2870248

Marco Frei, Hans R. Künsch

Publication date: 17 January 2014

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.0463

zbMATH Keywords

nonlinear filteringstate space modelensemble Kalman filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Monte Carlo methods (65C05)

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