Nonlinear stability and ergodicity of ensemble based Kalman filters
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Publication:2794865
DOI10.1088/0951-7715/29/2/657zbMath1334.60060arXiv1507.08307OpenAlexW1927369601MaRDI QIDQ2794865
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Publication date: 11 March 2016
Published in: Nonlinearity (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.08307
Lyapunov functiongeometric ergodicityensemble Kalman filterfilter stabilitycatastrophic filter divergence
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stability of topological dynamical systems (37B25) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Signal detection and filtering (aspects of stochastic processes) (60G35)
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