AN ENSEMBLE KALMAN FILTER USING THE CONJUGATE GRADIENT SAMPLER

DOI10.1615/Int.J.UncertaintyQuantification.2012003889OpenAlexW2154477302MaRDI QIDQ5045406

Heikki Haario, Antti Solonen, Marylesa Howard, Albert E. Parker, Johnathan M. Bardsley

Publication date: 4 November 2022

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1615/int.j.uncertaintyquantification.2012003889

zbMATH Keywords

data assimilationensemble Kalman filterconjugate gradient iterationconjugate gradient sampler

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (3)

Numerical linear algebra in data assimilation ⋮ Polynomial Accelerated Solutions to a Large Gaussian Model for Imaging Biofilms: In Theory and Finite Precision ⋮ Metropolized Randomized Maximum Likelihood for Improved Sampling from Multimodal Distributions

This page was built for publication: AN ENSEMBLE KALMAN FILTER USING THE CONJUGATE GRADIENT SAMPLER