An Iterative Ensemble Kalman Filter

DOI10.1109/TAC.2011.2154430MaRDI QIDQ5347828zbMATH OpenFDO

Authors Rolf J. Lorentzen, Geir Nævdal

Publication date 25 August 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.2011.2154430

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cited in

(19)

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• The auxiliary iterated extended Kalman particle filter
• Newton iterative identification for a class of output nonlinear systems with moving average noises
• scientific article; zbMATH DE number 6611875 (Why is no real title available?)
• An iterative stochastic ensemble method for parameter estimation of subsurface flow models
• An interlaced extended Kalman filter
• Adaptive control and signal processing literature survey (No. 27)
• Robust ensemble Kalman filter based on exponential cost function
• Understanding the Ensemble Kalman Filter
• Data Assimilation
• Design of nonsmooth Kalman filter for compound sandwich systems with backlash and dead zone
• A reduced basis ensemble Kalman method
• Sampling error distribution for the ensemble Kalman filter update step
• Improved initial sampling for the ensemble Kalman filter
• An iterative ensemble Kalman filter for reservoir engineering applications

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