An Iterative Ensemble Kalman Filter

DOI10.1109/TAC.2011.2154430MaRDI QIDQ5347828zbMATH OpenFDO

Authors Rolf J. Lorentzen, Geir Nævdal

Publication date 25 August 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cited in

(19)

• An interlaced extended Kalman filter
• Affine-mapping based variational ensemble Kalman filter
• Understanding the Ensemble Kalman Filter
• Performance assessment of the maximum likelihood ensemble filter and the ensemble Kalman filters for nonlinear problems
• Data Assimilation
• Sampling error distribution for the ensemble Kalman filter update step
• An iterative ensemble Kalman filter for reservoir engineering applications
• The auxiliary iterated extended Kalman particle filter
• scientific article; zbMATH DE number 6611875 (Why is no real title available?)
• Newton iterative identification for a class of output nonlinear systems with moving average noises
• A reduced basis ensemble Kalman method
• Design of nonsmooth Kalman filter for compound sandwich systems with backlash and dead zone
• On the controllability and observability of networked dynamic systems
• An iterative stochastic ensemble method for parameter estimation of subsurface flow models
• Improved initial sampling for the ensemble Kalman filter
• Adaptive control and signal processing literature survey (No. 27)
• Bayesian estimation of reservoir properties -- effects of uncertainty quantification of 4D seismic data
• Robust ensemble Kalman filter based on exponential cost function
• Investigation of the sampling performance of ensemble-based methods with a simple reservoir model

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