A practical polynomial chaos Kalman filter implementation using nonlinear error projection on a reduced polynomial chaos expansion

DOI10.1002/nme.5586zbMath1548.60026MaRDI QIDQ6557516

George Saad, Wael Slika

Publication date: 18 June 2024

Published in: International Journal for Numerical Methods in Engineering (Search for Journal in Brave)

zbMATH Keywords

curse of dimensionalitydata assimilationuncertainty quantificationpolynomial chaos Kalman filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Computational methods for problems pertaining to probability theory (60-08)

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