On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters (Q1650090)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters |
scientific article |
Statements
On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters (English)
0 references
29 June 2018
0 references
ensemble Kalman filter
0 references
Kalman-Bucy filter
0 references
Riccati equations
0 references
ill-conditioned systems
0 references
mean-field particle models
0 references
sequential Monte Carlo methods
0 references
interacting particle systems
0 references
random covariance matrices
0 references
nonlinear Markov processes
0 references
0 references
0 references
0 references