Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants (Q864265)
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scientific article; zbMATH DE number 5125076
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| English | Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants |
scientific article; zbMATH DE number 5125076 |
Statements
Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants (English)
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13 February 2007
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ensemble Kalman filter
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square-root filter
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matrix expansions
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shrinking
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tapering
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covariance boosting
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0.7973114252090454
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0.7911444902420044
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0.7841014862060547
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0.7725390195846558
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