The ensemble Kalman filter for combined state and parameter estimation

DOI10.1109/MCS.2009.932223zbMATH Open1395.93534MaRDI QIDQ5375692FDOQ5375692

Publication date: 14 September 2018

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

Monte Carlo methods (65C05) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

Cited In (only showing first 100 items - show all)

Approximation of the numerical simulation in conjunction with one data assimilation method by stochastic process of Ornstein-Uhlenbeck type
Autodifferentiable ensemble Kalman filters
Robust data assimilation with noise: applications to cardiac dynamics
Affine-mapping based variational ensemble Kalman filter
A state estimation approach based on stochastic expansions
Accuracy of some approximate Gaussian filters for the Navier-Stokes equation in the presence of model error
Accounting for model errors in iterative ensemble smoothers
Alternating projections filtering algorithm to track moving objects
Nonlinear Kalman filtering for censored observations
A multigrid/ensemble Kalman filter strategy for assimilation of unsteady flows
Seismic data assimilation with an imperfect model
Randomized tensor decomposition for large-scale data assimilation problems for carbon dioxide sequestration
Resampled ensemble Kalman inversion for Bayesian parameter estimation with sequential data
A direct filter method for parameter estimation
Analysis of the ensemble and polynomial chaos Kalman filters in Bayesian inverse problems
A particle filter for stochastic advection by Lie transport: a case study for the damped and forced incompressible two-dimensional Euler equation
Effective filtering analysis for non-Gaussian dynamic systems
Reduced model of macro-scale stochastic plasticity identification by Bayesian inference: application to quasi-brittle failure of concrete
Interacting Langevin diffusions: gradient structure and ensemble Kalman sampler
Multilevel estimation of normalization constants using ensemble Kalman-Bucy filters
Model reduction of linear dynamical systems via balancing for Bayesian inference
Batch seismic inversion using the iterative ensemble Kalman smoother
Formulating the history matching problem with consistent error statistics
Uncertainty quantification and optimal decisions
A comparison of nonlinear extensions to the ensemble Kalman filter. Gaussian anamorphosis and two-step ensemble filters
An ensemble Kalman filter implementation based on the Ledoit and Wolf covariance matrix estimator
Data-driven learning of differential equations: combining data and model uncertainty
A robust adaptive iterative ensemble smoother scheme for practical history matching applications
A unifying view of synchronization for data assimilation in complex nonlinear networks
The parameter Houlihan: a solution to high-throughput identifiability indeterminacy for brutally ill-posed problems
Low-rank statistical finite elements for scalable model-data synthesis
Geophysics-based fluid-facies predictions using ensemble updating of binary state vectors
Efficient well placement optimization under uncertainty using a virtual drilling procedure
Adaptive Tikhonov strategies for stochastic ensemble Kalman inversion
Machine learning: deepest learning as statistical data assimilation problems
A nonintrusive hybrid neural-physics modeling of incomplete dynamical systems: Lorenz equations
Ensemble Kalman inversion for sparse learning of dynamical systems from time-averaged data
A Defensive Marginal Particle Filtering Method for Data Assimilation
Ensemble-based seismic and production data assimilation using selection Kalman model
Geometric integrators and the Hamiltonian Monte Carlo method
Tikhonov regularization within ensemble Kalman inversion
\(l_p\) regularization for ensemble Kalman inversion
Reduced-order autodifferentiable ensemble Kalman filters
An international initiative of predicting the SARS-CoV-2 pandemic using ensemble data assimilation
A surrogate-based approach to nonlinear, non-Gaussian joint state-parameter data assimilation
Analysis of the feedback particle filter with diffusion map based approximation of the gain
Online learning of both state and dynamics using ensemble Kalman filters
Learning on dynamic statistical manifolds
A two-stage variable-separation Kalman filter for data assimilation
A multifidelity ensemble Kalman filter with reduced order control variates
Ensemble Kalman method for learning turbulence models from indirect observation data
Multilevel ensemble Kalman-Bucy filters
Nonlinearly most dangerous disturbance for high-speed boundary-layer transition
High-dimensional geostatistical history matching, vectorial multi-objective geostatistical history matching of oil reservoirs and uncertainty assessment
Evaluation of ensemble methods for quantifying uncertainties in steady-state CFD applications with small ensemble sizes
A bi-fidelity ensemble Kalman method for PDE-constrained inverse problems in computational mechanics
Analyzing the effects of observation function selection in ensemble Kalman filtering for epidemic models
Discrete gradients for computational Bayesian inference
Deterministic ensemble smoother with multiple data assimilation as an alternative for history-matching seismic data
Oscillatory pumping test to estimate aquifer hydraulic parameters in a Bayesian geostatistical framework
Modern Koopman theory for dynamical systems
A new efficient parameter estimation algorithm for high-dimensional complex nonlinear turbulent dynamical systems with partial observations
Ensemble Kalman filters for large geophysical applications
Data assimilation for models with parametric uncertainty
A reduced order model based on Kalman filtering for sequential data assimilation of turbulent flows
Ensemble-based conditioning of reservoir models to seismic data
Data Assimilation
Bayesian inverse problems and Kalman filters
A data-driven non-linear assimilation framework with neural networks
A new data assimilation technique based on ensemble Kalman filter and Brownian bridges: an application to Richards' equation
An approach to periodic, time-varying parameter estimation using nonlinear filtering
Kalman filter variants in the closed skew normal setting
Epistemic uncertainties in RANS model free coefficients
Accuracy and stability of filters for dissipative PDEs
Data assimilation with model error: analytical and computational study for sabra shell model
Parameterised non-intrusive reduced order methods for ensemble Kalman filter data assimilation
Assimilation of nearly turbulent Rayleigh-Bénard flow through vorticity or local circulation measurements: a computational study
The numerical solution of Richards' equation by means of method of lines and ensemble Kalman filter
Kalman filter parameter estimation for a nonlinear diffusion model of epithelial cell migration using stochastic collocation and the Karhunen-Loeve expansion
On the convergence of a non-linear ensemble Kalman smoother
Constrained ensemble Langevin Monte Carlo
A drift homotopy implicit particle filter method for nonlinear filtering problems
Tuned iterated filtering
Unscented/ensemble transform-based variational filter
A parallel time integrator for noisy nonlinear oscillatory systems
Ensemble Kalman sampler: mean-field limit and convergence analysis
A stochastic collocation based Kalman filter for data assimilation
An efficient implementation of the ensemble Kalman filter based on an iterative Sherman-Morrison formula
Closed-loop stochastic oilfield optimization for hedging against geologic, development, and operation uncertainty
Iterative regularization for ensemble data assimilation in reservoir models
Reconstruction of unsteady viscous flows using data assimilation schemes
Assimilating spatially dense data for subsurface applications -- balancing information and degrees of freedom
Assimilation of disparate data for enhanced reconstruction of turbulent mean flows
The Kalman stochastic ensemble filter with transformation of perturbation ensemble
A derivative-free trust region framework for variational data assimilation
A Bayesian filtering approach to layer stripping for electrical impedance tomography
Predicting the behavior of sparsely-sampled systems across neurobiology and epidemiology
Ensemble-based assimilation of nonlinearly related dynamic data in reservoir models exhibiting non-Gaussian characteristics
A hybrid assimilation scheme for characterization of three-phase flow in porous media
Spatial localization for nonlinear dynamical stochastic models for excitable media

Uses Software

EnKF

This page was built for publication: The ensemble Kalman filter for combined state and parameter estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5375692)