Dynamical Low-Rank Approximations for Kalman Filtering

MaRDI QIDQ7193371arXivFDO

Authors F. Nobile, Thomas Trigo Trindade

Publication date 2025

Published in arXiv

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic particle methods (65C35)

arXiv classification

math.NA

Cited in

(2)

• Dynamical Low-Rank Smoothing
• Dynamical Low-Rank Filters for Data Assimilation

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