Performance analysis of local ensemble Kalman filter (Q1668684): Difference between revisions

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+W3101599825
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+.10598
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+Regularized estimation of large covariance matrices
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+Approximating the Inverse of Banded Matrices by Banded Matrices with Applications to Probability and Statistics
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+Perturbations and projections of Kalman-Bucy semigroups
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+Nonlinear stability of the ensemble Kalman filter with adaptive covariance inflation
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+Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
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+Multilevel ensemble Kalman filtering
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+Efficient data assimilation for spatiotemporal chaos: a local ensemble transform Kalman filter
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+Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time
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+Convergence of the Square Root Ensemble Kalman Filter in the Large Ensemble Limit
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+Deterministic Mean-Field Ensemble Kalman Filtering
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+Q3015759
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+Filtering Complex Turbulent Systems
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+State estimation and prediction using clustered particle filters
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+Performance of Ensemble Kalman Filters in Large Dimensions
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+On the convergence of the ensemble Kalman filter.
@@ Property / cites work: On the convergence of the ensemble Kalman filter. / rank @@
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+Can local particle filters beat the curse of dimensionality?
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+Hanson-Wright inequality and sub-Gaussian concentration
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+Long-Time Asymptotics of the Filtering Distribution for Partially Observed Chaotic Dynamical Systems
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+Nonlinear stability and ergodicity of ensemble based Kalman filters
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