Degenerate Kalman Filter Error Covariances and Their Convergence onto the Unstable Subspace (Q5269865): Difference between revisions

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-Colin J. Grudzien
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+Asymptotic Forecast Uncertainty and the Unstable Subspace in the Presence of Additive Model Error
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@@ Property / cites work @@
+Kalman Filtering with Random Coefficients and Contractions
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+Data assimilation as a nonlinear dynamical systems problem: Stability and convergence of the prediction-assimilation system
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+Data Assimilation
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+Lyapunov matrix equations in system stability and control.
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+Covariant Lyapunov vectors
@@ Property / cites work: Covariant Lyapunov vectors / rank @@
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+Rank Deficiency of Kalman Error Covariance Matrices in Linear Time-Varying System With Deterministic Evolution
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+Stochastic processes and filtering theory
@@ Property / cites work: Stochastic processes and filtering theory / rank @@
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+Theory and computation of covariant Lyapunov vectors
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+Lyapunov vectors and assimilation in the unstable subspace: theory and applications
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+Q4040287
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+Relation between two common localisation methods for the EnKF
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+Statistical and dynamical properties of covariant lyapunov vectors in a coupled atmosphere-ocean model—multiscale effects, geometric degeneracy, and error dynamics
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+Geometry of Kalman filters
@@ Property / cites work: Geometry of Kalman filters / rank @@
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+Matrix theory. Basic results and techniques
@@ Property / cites work: Matrix theory. Basic results and techniques / rank @@
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