Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
type: Item
instance of: scholarly article
title: Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
zbMATH Open document ID: 1105.62091
author: Reinhard Furrer
author: Thomas Bengtsson
published in: Journal of Multivariate Analysis
publication date: 2007-02-13T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62H11
Mathematics Subject Classification ID: 86A32
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 15A60
zbMATH DE Number: 5125076
zbMATH Keywords: ensemble Kalman filter
zbMATH Keywords: square-root filter
zbMATH Keywords: matrix expansions
zbMATH Keywords: shrinking
zbMATH Keywords: tapering
zbMATH Keywords: covariance boosting
Wikidata QID: Q57816062
describes a project that uses: EnKF
MaRDI profile type: Publication
full work available at URL: j.jmva.2006.08.003
OpenAlex ID: W2084913894
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DOI: 10.1016/J.JMVA.2006.08.003
description: scientific article; zbMATH DE number 5125076