Ensemble Kalman filter with the unscented transform

DOI10.1016/j.physd.2008.12.003zbMath1159.93358arXiv0901.0461MaRDI QIDQ1011566

J. Martínez

Publication date: 8 April 2009

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.0461

zbMATH Keywords

ensemble Kalman filter; ensemble unscented Kalman filter; unscented transform

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C10: Nonlinear systems in control theory

93C65: Discrete event control/observation systems

Uses Software

• EnKF