The ensemble Kalman filter for combined state and parameter estimation

DOI10.1109/MCS.2009.932223zbMath1395.93534MaRDI QIDQ5375692

Geir Evensen

Publication date: 14 September 2018

Published in: IEEE Control Systems (Search for Journal in Brave)

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Monte Carlo methods (65C05) Estimation and detection in stochastic control theory (93E10)

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Uses Software

• EnKF

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