The ensemble Kalman filter for combined state and parameter estimation

DOI10.1109/MCS.2009.932223zbMath1395.93534MaRDI QIDQ5375692

Geir Evensen

Publication date: 14 September 2018

Published in: IEEE Control Systems (Search for Journal in Brave)

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

93E11: Filtering in stochastic control theory

65C05: Monte Carlo methods

93E10: Estimation and detection in stochastic control theory

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Uses Software

• EnKF