An ensemble Kalman filter using the conjugate gradient sampler

DOI10.1615/INT.J.UNCERTAINTYQUANTIFICATION.2012003889MaRDI QIDQ5045406zbMATH OpenOpenAlexFDO

Authors Johnathan M. Bardsley, Antti Solonen, Albert Parker, Heikki Haario, Marylesa Howard

Publication date 4 November 2022

Published in International Journal for Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1615/int.j.uncertaintyquantification.2012003889

zbMATH Keywords

conjugate gradient iterationconjugate gradient samplerdata assimilationensemble Kalman filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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