Mean field limit of ensemble square root filters -- discrete and continuous time (Q2072657): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 06:46, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean field limit of ensemble square root filters -- discrete and continuous time |
scientific article |
Statements
Mean field limit of ensemble square root filters -- discrete and continuous time (English)
0 references
26 January 2022
0 references
mean field limit
0 references
propagation of chaos
0 references
ensemble square root filter
0 references
Fokker-Planck equation
0 references
stochastic filtering
0 references
