The Kalman stochastic ensemble filter with transformation of perturbation ensemble

DOI10.15372/SJNM20190103OpenAlexW4256380697MaRDI QIDQ5043008

E. G. Klimova

Publication date: 26 October 2022

Published in: Сибирский журнал вычислительной математики (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/sjvm699

zbMATH Keywords

data assimilationKalman ensemble filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Uses Software

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Cites Work

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• Computing real square roots of a real matrix
• A Schur method for the square root of a matrix
• Efficient data assimilation for spatiotemporal chaos: a local ensemble transform Kalman filter
• Stochastic processes and filtering theory
• The ensemble Kalman filter for combined state and parameter estimation

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