Unscented/ensemble transform-based variational filter

DOI10.1016/J.PHYSD.2012.11.006MaRDI QIDQ1948083zbMATH OpenOpenAlexFDO

Authors Ming Lei, Christophe Baehr

Publication date 30 April 2013

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physd.2012.11.006

zbMATH Keywords

ensemble Kalman filter (EnKF)ensemble transformensemble unscented Kalman filter (EnUKF)rank reduction methodunscented transformvariational filter

Mathematics Subject Classification ID

System structure simplification (93B11) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

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• Ensemble Kalman filter with the unscented transform
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Cited in

(4)

• Ensemble Kalman filter with the unscented transform
• Affine-mapping based variational ensemble Kalman filter
• Application of the transformation of variables technique for uncertainty mapping in nonlinear filtering
• An ensemble score filter for tracking high-dimensional nonlinear dynamical systems

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