Multilevel Ensemble Kalman–Bucy Filters (Q5097838)

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scientific article; zbMATH DE number 7579682
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Multilevel Ensemble Kalman–Bucy Filters
scientific article; zbMATH DE number 7579682

    Statements

    title
    Multilevel Ensemble Kalman–Bucy Filters (English)
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    author
    Neil K. Chada
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    Ajay Jasra
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    Fangyuan Yu
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    publication date
    1 September 2022
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    zbMATH Keywords
    filtering
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    multilevel Monte Carlo
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    Kalman-Bucy filter
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    ensemble Kalman filter
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    propagation of chaos
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    Identifiers

    DOI
    10.1137/21M1423762
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    Mathematics Subject Classification ID
    65C35
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    65C05
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    60G35
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    93E11
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    zbMATH DE Number
    7579682
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    arXiv ID
    2011.04342
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