Nonlinear parameter estimation by a coupling ensemble Kalman filter

zbMATH Open1313.93180MaRDI QIDQ2923966FDOQ2923966

Authors: Yihan Zhang, Jigang Qiao, Yimin Chen 

Publication date: 3 November 2014

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

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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)

Cited In (9)

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

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