A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters (Q6103998)
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scientific article; zbMATH DE number 7692291
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters |
scientific article; zbMATH DE number 7692291 |
Statements
A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters (English)
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5 June 2023
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ensemble Kalman filter
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exponential stability
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Feynman-Kac formulae
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noncentral \(\chi\)-square
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rational difference equations
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stochastic perturbation theorems
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stochastic Riccati difference equation
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uniform estimates with respect to the time horizon
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