Reparameterization for statistical state estimation applied to differential equations

DOI10.1016/J.JCP.2011.12.019zbMATH Open1242.65020OpenAlexW1965093513MaRDI QIDQ419630FDOQ419630

Authors: T. Butler, Mika Juntunen 

Publication date: 18 May 2012

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2011.12.019

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zbMATH Keywords

parameter estimationdata assimilationnumerical examplesstate estimationensemble Kalman filter

Mathematics Subject Classification ID

Point estimation (62F10)

Cites Work

• On numerical properties of the ensemble Kalman filter for data assimilation
• Data Assimilation
• A generalized polynomial chaos based ensemble Kalman filter with high accuracy
• State estimation for linear systems with state equality constraints

Cited In (5)

• Quantifying uncertainty in material damage from vibrational data
• Reprint of ``A bilinear differential forms approach to parametric structured state-space modelling
• Parameter estimation for stiff deterministic dynamical systems via ensemble Kalman filter
• Equations of states in singular statistical estimation
• Efficient state/parameter estimation in nonlinear unsteady PDEs by a reduced basis ensemble Kalman filter

Uses Software

• EnKF

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