A generalized polynomial chaos based ensemble Kalman filter with high accuracy (Q834092): Difference between revisions

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+Ingredients for a general purpose stochastic finite elements implementation
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+Likelihood approximation by numerical integration on sparse grids
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+Spectral Methods for Time-Dependent Problems
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+Gaussian filters for nonlinear filtering problems
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+Stochastic processes and filtering theory
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+On numerical properties of the ensemble Kalman filter for data assimilation
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+High-Order Collocation Methods for Differential Equations with Random Inputs
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+The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
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+Publication:834092