Performance analysis of local ensemble Kalman filter

DOI10.1007/s00332-018-9453-2zbMath1394.60038arXiv1705.10598OpenAlexW3101599825WikidataQ130142375 ScholiaQ130142375MaRDI QIDQ1668684

Xin Thomson Tong

Publication date: 29 August 2018

Published in: Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.10598

zbMATH Keywords

ensemble Kalman filterlocalization techniquehigh dimensional problem

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (10)

Continuous Time Limit of the Stochastic Ensemble Kalman Inversion: Strong Convergence Analysis ⋮ Long-Time Stability and Accuracy of the Ensemble Kalman--Bucy Filter for Fully Observed Processes and Small Measurement Noise ⋮ Convergence acceleration of ensemble Kalman inversion in nonlinear settings ⋮ Multilevel Ensemble Kalman–Bucy Filters ⋮ Tikhonov Regularization within Ensemble Kalman Inversion ⋮ Accelerating Metropolis-within-Gibbs sampler with localized computations of differential equations ⋮ Analysis of a localised nonlinear ensemble Kalman Bucy filter with complete and accurate observations ⋮ Spatial localization for nonlinear dynamical stochastic models for excitable media ⋮ Well posedness and convergence analysis of the ensemble Kalman inversion ⋮ Gradient flow structure and convergence analysis of the ensemble Kalman inversion for nonlinear forward models

Uses Software

• EnKF

Cites Work

• Unnamed Item
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