Ensemble Kalman Filters with Resampling

DOI10.1137/23M1594935MaRDI QIDQ6447660zbMATH OpenFDO

Authors Omar Al-Ghattas, Jiajun Bao, Daniel Sanz-Alonso

Publication date 16 August 2023

Full work available at URL https://doi.org/10.1137/23M1594935

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Analysis of algorithms and problem complexity (68Q25)

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Cited in

(3)

• Covariance operator estimation via adaptive thresholding
• Long-time accuracy of ensemble Kalman filters for chaotic dynamical systems and machine-learned dynamical systems
• Covariance operator estimation: sparsity, lengthscale, and ensemble Kalman filters

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