On the Stability and the Uniform Propagation of Chaos of a Class of Extended Ensemble Kalman--Bucy Filters (Q2957559): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Stability and the Uniform Propagation of Chaos of a Class of Extended Ensemble Kalman--Bucy Filters |
scientific article |
Statements
On the Stability and the Uniform Propagation of Chaos of a Class of Extended Ensemble Kalman--Bucy Filters (English)
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26 January 2017
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extended Kalman-Bucy filter
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ensemble Kalman filters
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mean field particle systems
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stochastic Riccati matrix equation
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propagation of chaos
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uniform estimates
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Monte Carlo methods
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