On numerical properties of the ensemble Kalman filter for data assimilation

DOI10.1016/j.cma.2008.03.022zbMath1195.93137OpenAlexW2169163463MaRDI QIDQ995315

Dongbin Xiu, Jia Li

Publication date: 13 September 2010

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cma.2008.03.022

zbMATH Keywords

data assimilationensemble Kalman filteruncertainty quantification

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (8)

A generalized polynomial chaos based ensemble Kalman filter with high accuracy ⋮ Analysis of the Ensemble Kalman Filter for Inverse Problems ⋮ Quantifying forcing uncertainties in the hydrodynamics of the Gironde estuary ⋮ Accelerating inverse inference of ensemble Kalman filter via reduced-order model trained using adaptive sparse observations ⋮ Reparameterization for statistical state estimation applied to differential equations ⋮ Global optimization for data assimilation in landslide tsunami models ⋮ On the convergence of the ensemble Kalman filter. ⋮ Error analysis for numerical formulation of particle filter

Uses Software

• EnKF

Cites Work

• An encyclopaedia of cubature formulas.
• Stochastic processes and filtering theory
• Numerical Evaluation of Multiple Integrals
• Data Assimilation
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