Krylov space approximate Kalman filtering
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Cites work
- A Krylov subspace method for covariance approximation and simulation of random processes and fields
- A reduced-order approach to four-dimensional variational data assimilation using proper orthogonal decomposition
- A Stochastic Estimator of the Trace of the Influence Matrix for Laplacian Smoothing Splines
- Analysis of Some Krylov Subspace Approximations to the Matrix Exponential Operator
- Data assimilation in weather forecasting: a case study in PDE-constrained optimization
- Further results on the convergence behavior of conjugate-gradients and Ritz values
- scientific article; zbMATH DE number 3070747 (Why is no real title available?)
- Krylov subspace estimation
- Lanczos Algorithms for Large Symmetric Eigenvalue Computations
- Large-scale Kalman filtering using the limited memory BFGS method
- Limited-memory BFGS diagonal preconditioners for a data assimilation problem in meteorology
- Methods of conjugate gradients for solving linear systems
- Numerical methods for large eigenvalue problems
- On Analysis Error Covariances in Variational Data Assimilation
- The Lanczos and Conjugate Gradient Algorithms
- The variational Kalman filter and an efficient implementation using limited memory BFGS
- Updating Quasi-Newton Matrices with Limited Storage
Cited in
(16)- Kalman filtering of a space-time Markov random field
- An efficient approximation of the Kalman filter for multiple systems coupled via low-dimensional stochastic input
- Alternating projections filtering algorithm to track moving objects
- Stabilized BFGS approximate Kalman filter
- Krylov subspace estimation
- An implementation method for the discrete Kalman filter with applications to large-scale systems
- Kalman filtering with constrained output injection
- Prediction error sampling procedure based on dominant Schur decomposition. Application to state estimation in high dimensional oceanic model
- An ensemble Kalman filter using the conjugate gradient sampler
- Fast Kalman filter using hierarchical matrices and a low-rank perturbative approach
- Rank deficiency of Kalman error covariance matrices in linear time-varying system with deterministic evolution
- Fourier-Hermite Kalman Filter
- Approximate Gauss–Newton methods for optimal state estimation using reduced‐order models
- Numerical linear algebra in data assimilation
- Space-Time Decomposition of Kalman Filter
- Large-scale Kalman filtering using the limited memory BFGS method
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