Importance sampling approach for the nonstationary approximation error method (Q3069786)

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scientific article; zbMATH DE number 5839230
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    Importance sampling approach for the nonstationary approximation error method
    scientific article; zbMATH DE number 5839230

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      Importance sampling approach for the nonstationary approximation error method (English)
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      20 January 2011
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      numerical example
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      inverse problems
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      Kalman filtering
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      algorithm
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      error statistics
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      importance sampling
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      estimation
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      convection-diffusion problem
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