A score-based filter for nonlinear data assimilation

DOI10.1016/j.jcp.2024.113207MaRDI QIDQ6589868

Zezhong Zhang, Guannan Zhang, Feng Bao

Publication date: 20 August 2024

Published in: Journal of Computational Physics (Search for Journal in Brave)

zbMATH Keywords

Kalman filternonlinear filteringdiffusion modelparticle filterstochastic dynamical systemsscore-based models

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx) Probabilistic methods, stochastic differential equations (65Cxx) Stochastic systems and control (93Exx)

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