The variational Kalman filter and an efficient implementation using limited memory BFGS (Q2786298): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1002/fld.2153 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1002/FLD.2153 / rank | |||
Normal rank | |||
Latest revision as of 22:20, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The variational Kalman filter and an efficient implementation using limited memory BFGS |
scientific article |
Statements
The variational Kalman filter and an efficient implementation using limited memory BFGS (English)
0 references
21 September 2010
0 references
Kalman filter
0 references
Bayesian inversion
0 references
large-scale optimization
0 references
variational methods
0 references
quasi Newton methods
0 references
optimization
0 references
nonlinear dynamics
0 references
numerical examples
0 references
system of linear stochastic difference equations
0 references
Broyden-Fletcher-Goldfarb-Shanno (LBFGS) method
0 references
