A maximum entropy method for particle filtering

DOI10.1007/s10955-006-9124-9zbMath1138.94339OpenAlexW1971615463MaRDI QIDQ852048

Sangil Kim, Gregory L. Eyink

Publication date: 27 November 2006

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

Full work available at URL: https://doi.org/10.1007/s10955-006-9124-9

zbMATH Keywords

filteringBayesian estimationparticle methodsmixture modelsensemble Kalman filtermaximum-entropy

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Sampling theory in information and communication theory (94A20) Stochastic particle methods (65C35)

Related Items (3)

Sampling the posterior: an approach to non-Gaussian data assimilation ⋮ Information theory and dynamical system predictability ⋮ Moment preserving constrained resampling with applications to particle-in-cell methods

Uses Software

• EnKF
• KernSmooth
• RODES

Cites Work

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