Long-time stability and accuracy of the ensemble Kalman-Bucy filter for fully observed processes and small measurement noise (Q3176261)
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scientific article; zbMATH DE number 6908473
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| English | Long-time stability and accuracy of the ensemble Kalman-Bucy filter for fully observed processes and small measurement noise |
scientific article; zbMATH DE number 6908473 |
Statements
Long-Time Stability and Accuracy of the Ensemble Kalman--Bucy Filter for Fully Observed Processes and Small Measurement Noise (English)
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19 July 2018
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data assimilation
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Kalman-Bucy filter
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ensemble Kalman filter
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stability
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accuracy
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asymptotic behavior
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0.8550843596458435
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0.8270298838615417
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0.8267836570739746
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0.8239879608154297
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0.8216438293457031
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