Robust Ensemble Kalman Filter Based on Exponential Cost Function (Q5172938): Difference between revisions

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+Robustness and risk-sensitive filtering
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+Optimization of stochastic linear systems with additive measurement and process noise using exponential performance criteria
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+State-space formulae for all stabilizing controllers that satisfy an \(H_{\infty}\)-norm bound and relations to risk sensitivity
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+Particle-method-based formulation of risk-sensitive filter
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+An Iterative Ensemble Kalman Filter
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+Efficient data assimilation for spatiotemporal chaos: a local ensemble transform Kalman filter
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+Gaussian filters for nonlinear filtering problems
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