Sampling-free linear Bayesian update of polynomial chaos representations
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Publication:385895
DOI10.1016/j.jcp.2012.04.044zbMath1277.60114WikidataQ57524799 ScholiaQ57524799MaRDI QIDQ385895
Alexander Litvinenko, Hermann G. Matthies, Oliver Pajonk, Bojana V. Rosić
Publication date: 12 December 2013
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2012.04.044
Kalman filterpolynomial chaos expansionlinear Bayesian updateminimum squared error estimateminimum variance estimate
65C05: Monte Carlo methods
60H40: White noise theory
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65N21: Numerical methods for inverse problems for boundary value problems involving PDEs
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Cites Work
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