A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters (Q6103998): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Stability properties of Kalman-Bucy filters / rank
 
Normal rank
Property / cites work
 
Property / cites work: A variational approach to nonlinear and interacting diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: A second order analysis of McKean-Vlasov semigroups / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3229773 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fluid Flow Estimation with Multiscale Ensemble Filters Based on Motion Measurements Under Location Uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Stability of Kalman--Bucy Diffusion Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the stability of matrix-valued Riccati diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability Properties of Systems of Linear Stochastic Differential Equations with Random Coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: An explicit Floquet-type representation of Riccati aperiodic exponential semigroups / rank
 
Normal rank
Property / cites work
 
Property / cites work: On one-dimensional Riccati diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A perturbation analysis of stochastic matrix Riccati diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Perturbations and projections of Kalman-Bucy semigroups / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simple form for the inverse moments of non-central \(\chi ^ 2\) and F random variables and certain confluent hypergeometric functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Global theory of the Riccati equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Riccati equation and its bounds / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4819702 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Stability and the Uniform Propagation of Chaos of a Class of Extended Ensemble Kalman--Bucy Filters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4501607 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2836134 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on uniform observability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Data Assimilation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic processes and filtering theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3849137 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A Case Study for the Navier--Stokes Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Derivation of ensemble Kalman–Bucy filters with unbounded nonlinear coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the continuous time limit of ensemble square root filters / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the continuous time limit of the ensemble Kalman filter / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3015759 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Filtering Complex Turbulent Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Performance of Ensemble Kalman Filters in Large Dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the convergence of the ensemble Kalman filter. / rank
 
Normal rank
Property / cites work
 
Property / cites work: McKean--Vlasov SDEs in Nonlinear Filtering / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic Forecasting and Bayesian Data Assimilation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ensemble filter techniques for intermittent data assimilation - a survey / rank
 
Normal rank
Property / cites work
 
Property / cites work: Geophysical flows under location uncertainty, Part II Quasi-geostrophy and efficient ensemble spreading / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear stability and ergodicity of ensemble based Kalman filters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Iterative solution of the Riccati equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariable feedback particle filter / rank
 
Normal rank
Property / cites work
 
Property / cites work: Feedback Particle Filter / rank
 
Normal rank

Revision as of 06:44, 1 August 2024

scientific article; zbMATH DE number 7692291
Language Label Description Also known as
English
A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters
scientific article; zbMATH DE number 7692291

    Statements

    A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters (English)
    0 references
    0 references
    0 references
    5 June 2023
    0 references
    ensemble Kalman filter
    0 references
    exponential stability
    0 references
    Feynman-Kac formulae
    0 references
    noncentral \(\chi\)-square
    0 references
    rational difference equations
    0 references
    stochastic perturbation theorems
    0 references
    stochastic Riccati difference equation
    0 references
    uniform estimates with respect to the time horizon
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references