Krylov space approximate Kalman filtering
DOI10.1002/nla.805zbMath1289.65050OpenAlexW2167797226MaRDI QIDQ5397310
Antti Solonen, Albert E. Parker, Marylesa Howard, Johnathan M. Bardsley
Publication date: 19 February 2014
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
Full work available at URL: https://scholarworks.montana.edu/xmlui/handle/1/12474
inverse problemsoceanographyKalman filterKrylov subspace methodsnavigation systemsmatrix inversiondata assimilationLanczos iterationweather forecastingquadratic minimizationconjugate gradient iteration
Filtering in stochastic control theory (93E11) Quadratic programming (90C20) Hydrology, hydrography, oceanography (86A05) Iterative numerical methods for linear systems (65F10) Meteorology and atmospheric physics (86A10)
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