Nonlinear stability of the ensemble Kalman filter with adaptive covariance inflation
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Publication:311086
DOI10.4310/CMS.2016.v14.n5.a5zbMath1370.37009arXiv1507.08319OpenAlexW2964045960MaRDI QIDQ311086
Publication date: 28 September 2016
Published in: Communications in Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.08319
Filtering in stochastic control theory (93E11) Probabilistic models, generic numerical methods in probability and statistics (65C20) Ergodicity, mixing, rates of mixing (37A25) Sequential estimation (62L12) Prediction theory (aspects of stochastic processes) (60G25)
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