Krylov space approximate Kalman filtering

DOI10.1002/nla.805zbMath1289.65050OpenAlexW2167797226MaRDI QIDQ5397310

Antti Solonen, Albert E. Parker, Marylesa Howard, Johnathan M. Bardsley

Publication date: 19 February 2014

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://scholarworks.montana.edu/xmlui/handle/1/12474

zbMATH Keywords

inverse problemsoceanographyKalman filterKrylov subspace methodsnavigation systemsmatrix inversiondata assimilationLanczos iterationweather forecastingquadratic minimizationconjugate gradient iteration

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Quadratic programming (90C20) Hydrology, hydrography, oceanography (86A05) Iterative numerical methods for linear systems (65F10) Meteorology and atmospheric physics (86A10)

Related Items (2)

Numerical linear algebra in data assimilation ⋮ Stabilized BFGS approximate Kalman filter

Uses Software

• L-BFGS

Cites Work

• Unnamed Item
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• Analysis of Some Krylov Subspace Approximations to the Matrix Exponential Operator
• Lanczos Algorithms for Large Symmetric Eigenvalue Computations
• On Analysis Error Covariances in Variational Data Assimilation
• The Lanczos and Conjugate Gradient Algorithms
• Methods of conjugate gradients for solving linear systems
• Limited-memory BFGS diagonal preconditioners for a data assimilation problem in meteorology

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