Nonlinear parameter estimation by a coupling ensemble Kalman filter

MaRDI QIDQ2923966zbMATHFDO

Authors Yihan Zhang, Jigang Qiao, Yimin Chen

Publication date 3 November 2014

Published in Acta Scientiarum Naturalium Universitatis Sunyatseni (Search for Journal in Brave)

zbMATH Keywords

data assimilationensemble Kalman filternonlinear parameter estimationjoint state vector

Mathematics Subject Classification ID

Point estimation (62F10) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

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(10)

• Automatic Parameter Estimation in a Mesoscale Model Without Ensembles
• Exploiting dynamical coherence: a geometric approach to parameter estimation in nonlinear models
• An ensemble Kalman filter for statistical estimation of physics constrained nonlinear regression models
• State and parameter estimation in stochastic dynamical models
• A direct filter method for parameter estimation
• An enhanced linear Kalman filter (EnLKF) algorithm for parameter estimation of nonlinear rational models
• A bimodality trap in model projections
• Iterative convolution particle filtering for nonlinear parameter estimation and data assimilation with application to crop yield prediction
• Mean-square estimation of nonlinear functionals via Kalman filtering
• Ensemble Kalman filtering for non-linear likelihood models using kernel-shrinkage regression techniques

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