On a nonlinear Kalman filter with simplified divided difference approximation

DOI10.1016/j.physd.2011.12.003zbMath1244.93160MaRDI QIDQ429215

J. Herrera, H. S. Yoon

Publication date: 26 June 2012

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physd.2011.12.003

zbMATH Keywords

data assimilation; ensemble Kalman filter; divided difference approximation

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

Uses Software

• EnKF