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