Long-Time Stability and Accuracy of the Ensemble Kalman--Bucy Filter for Fully Observed Processes and Small Measurement Noise (Q3176261): Difference between revisions

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English	Long-Time Stability and Accuracy of the Ensemble Kalman--Bucy Filter for Fully Observed Processes and Small Measurement Noise	scientific article

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instance of

scholarly article

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title

Long-Time Stability and Accuracy of the Ensemble Kalman--Bucy Filter for Fully Observed Processes and Small Measurement Noise (English)

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SIAM Journal on Applied Dynamical Systems

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publication date

19 July 2018

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full work available at URL

https://arxiv.org/abs/1612.06065

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zbMATH Keywords

data assimilation

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Kalman-Bucy filter

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ensemble Kalman filter

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stability

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accuracy

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asymptotic behavior

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describes a project that uses

EnKF

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MaRDI profile type

MaRDI publication profile

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cites work

Fundamentals of stochastic filtering

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Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times

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Sequential Monte Carlo Methods in Practice

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On Smooth Decompositions of Matrices

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On the Stability and the Uniform Propagation of Chaos of a Class of Extended Ensemble Kalman--Bucy Filters

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Data Assimilation

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Q3015759

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Ensemble data assimilation for hyperbolic systems

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Stochastic processes and filtering theory

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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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Q4401802

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Deterministic Nonperiodic Flow

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Data Assimilation

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Filtering Complex Turbulent Systems

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Mean Field Simulation for Monte Carlo Integration

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Stochastic differential equations. An introduction with applications.

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Asymptotic Stability of the Optimal Filter with Respect to Its Initial Condition

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Probabilistic Forecasting and Bayesian Data Assimilation

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A dynamical systems framework for intermittent data assimilation

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Q5571936

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Nonlinear stability and ergodicity of ensemble based Kalman filters

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Performance analysis of local ensemble Kalman filter

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Identifiers

zbMATH Open document ID

1391.93265

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DOI

10.1137/17M1119056

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:3176261

@@ Property / cites work @@
+Fundamentals of stochastic filtering
@@ Property / cites work: Fundamentals of stochastic filtering / rank @@
+Normal rank
@@ Property / cites work @@
+Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
+Normal rank
@@ Property / cites work @@
+Sequential Monte Carlo Methods in Practice
@@ Property / cites work: Sequential Monte Carlo Methods in Practice / rank @@
+Normal rank
@@ Property / cites work @@
+On Smooth Decompositions of Matrices
@@ Property / cites work: On Smooth Decompositions of Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+On the Stability and the Uniform Propagation of Chaos of a Class of Extended Ensemble Kalman--Bucy Filters
+Normal rank
@@ Property / cites work @@
+Data Assimilation
@@ Property / cites work: Data Assimilation / rank @@
+Normal rank
@@ Property / cites work @@
+Q3015759
@@ Property / cites work: Q3015759 / rank @@
+Normal rank
@@ Property / cites work @@
+Ensemble data assimilation for hyperbolic systems
@@ Property / cites work: Ensemble data assimilation for hyperbolic systems / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic processes and filtering theory
@@ Property / cites work: Stochastic processes and filtering theory / rank @@
+Normal rank
@@ Property / cites work @@
+Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time
+Normal rank
@@ Property / cites work @@
+Convergence of the Square Root Ensemble Kalman Filter in the Large Ensemble Limit
+Normal rank
@@ Property / cites work @@
+Q4401802
@@ Property / cites work: Q4401802 / rank @@
+Normal rank
@@ Property / cites work @@
+Deterministic Nonperiodic Flow
@@ Property / cites work: Deterministic Nonperiodic Flow / rank @@
+Normal rank
@@ Property / cites work @@
+Data Assimilation
@@ Property / cites work: Data Assimilation / rank @@
+Normal rank
@@ Property / cites work @@
+Filtering Complex Turbulent Systems
@@ Property / cites work: Filtering Complex Turbulent Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Mean Field Simulation for Monte Carlo Integration
@@ Property / cites work: Mean Field Simulation for Monte Carlo Integration / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Asymptotic Stability of the Optimal Filter with Respect to Its Initial Condition
+Normal rank
@@ Property / cites work @@
+Probabilistic Forecasting and Bayesian Data Assimilation
+Normal rank
@@ Property / cites work @@
+A dynamical systems framework for intermittent data assimilation
+Normal rank
@@ Property / cites work @@
+Q5571936
@@ Property / cites work: Q5571936 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear stability and ergodicity of ensemble based Kalman filters
+Normal rank
@@ Property / cites work @@
+Performance analysis of local ensemble Kalman filter
+Normal rank