An efficient algorithm for stochastic ensemble smoothing

DOI10.15372/SJNM20200403zbMath1505.93272OpenAlexW4235923604MaRDI QIDQ5048156

E. G. Klimova

Publication date: 15 November 2022

Published in: Сибирский журнал вычислительной математики (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/sjvm755

zbMATH Keywords

data assimilationensemble Kalman filterensemble smoother

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14)

Uses Software

• EnKF

Cites Work

• Efficient data assimilation for spatiotemporal chaos: a local ensemble transform Kalman filter
• Stochastic processes and filtering theory
• The ensemble Kalman filter for combined state and parameter estimation

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