A Low-Memory Approach for Best-State Estimation of Hidden Markov Models with Model Error

DOI10.1137/120870451zbMath1311.90181OpenAlexW1980726209MaRDI QIDQ5416001

Emil M. Constantinescu, Xiaoyan Zeng, Mihai Anitescu

Publication date: 19 May 2014

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/120870451

zbMATH Keywords

hidden Markov modelsdata assimilationmodel error4D-Varreduced memory algorithm

Mathematics Subject Classification ID

Methods of quasi-Newton type (90C53) Software, source code, etc. for problems pertaining to calculus of variations and optimal control (49-04)

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