Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants (Q864265): Difference between revisions

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Latest revision as of 06:01, 10 December 2024

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Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
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    Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants (English)
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    13 February 2007
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    ensemble Kalman filter
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    square-root filter
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    matrix expansions
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    shrinking
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    tapering
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    covariance boosting
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