Analysis of the ensemble Kalman-Bucy filter for correlated observation noise (Q6126796)
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scientific article; zbMATH DE number 7829777
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of the ensemble Kalman-Bucy filter for correlated observation noise |
scientific article; zbMATH DE number 7829777 |
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Analysis of the ensemble Kalman-Bucy filter for correlated observation noise (English)
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10 April 2024
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constant gain approximation
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correlated noise
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ensemble Kalman-Bucy filter
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Kalman gain
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local Lipschitz
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McKean-Vlasov
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mean-field representation
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propagation of chaos
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well-posedness
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