Filtering with state space localized Kalman gain

DOI10.1016/j.physd.2012.03.006zbMath1251.62037OpenAlexW1968467068MaRDI QIDQ441803

Dean S. Oliver, Geir Nævdal, Andreas S. Stordal, Hans Arnfinn Karlsen, Hans Julius Skaug

Publication date: 8 August 2012

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

Full work available at URL: https://doi.org/10.1016/j.physd.2012.03.006

zbMATH Keywords

nonlinear filteringparticle filtersensemble Kalman filterlocal likelihoodGaussian mixture filterslocal correlations

Mathematics Subject Classification ID

Related Items (4)

Iterative Bayesian inversion with Gaussian mixtures: finite sample implementation and large sample asymptotics ⋮ An iterative version of the adaptive Gaussian mixture filter ⋮ Distributed Gauss-Newton optimization method for history matching problems with multiple best matches ⋮ A residual-driven adaptive Gaussian mixture approximation for Bayesian inverse problems

Uses Software

• EnKF

Cites Work

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• Sequential Monte Carlo Methods in Practice
• Local Adaptive Importance Sampling for Multivariate Densities With Strong Nonlinear Relationships
• Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems
• Deterministic Nonperiodic Flow
• Data Assimilation

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