On dimension reduction in Gaussian filters (Q2806026)

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On dimension reduction in Gaussian filters
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    title
    On dimension reduction in Gaussian filters (English)
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    author
    Antti Solonen
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    Tiangang Cui
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    Janne Hakkarainen
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    Youssef M. Marzouk
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    publication date
    13 May 2016
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    Mathematics Subject Classification ID
    65J22
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    62F15
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    62M20
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    zbMATH DE Number
    6580594
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    zbMATH Keywords
    state estimation
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    Bayesian filtering
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    Kalman filter
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    ensemble Kalman filter
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    dimension reduction
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    Wikidata QID
    Q58650089
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    describes a project that uses
    EnKF
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    GMRFLib
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    ARPACK
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