Trimmed Ensemble Kalman Filter for Nonlinear and Non-Gaussian Data Assimilation Problems

arXiv1808.05465MaRDI QIDQ6305487

Guang Lin, Weixuan Li, W. Steven Rosenthal

Publication date: 15 August 2018

Mathematics Subject Classification ID

Bayesian inference (62F15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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