Uniform error bounds of the ensemble transform Kalman filter for chaotic dynamics with multiplicative covariance inflation

Publication date: 22 January 2025

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

zbMATH Keywords

accuracy dissipative dynamics data assimilation ensemble Kalman filter filtering problem

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Monte Carlo methods (65C05) Inverse problems for PDEs (35R30) PDEs in connection with control and optimization (35Q93)

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