A stochastic collocation based Kalman filter for data assimilation
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Cites work
- scientific article; zbMATH DE number 49187 (Why is no real title available?)
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- A comparative study of stochastic collocation methods for flow in spatially correlated random fields
- A scalable framework for the solution of stochastic inverse problems using a sparse grid collocation approach
- Asymptotic behavior of the extended Kalman filter as a parameter estimator for linear systems
- High-Order Collocation Methods for Differential Equations with Random Inputs
- Improved initial sampling for the ensemble Kalman filter
- Kernel principal component analysis for efficient, differentiable parametrization of multipoint geostatistics
- Numerical integration formulas of degree two
- Pseudo-spectral and asymptotic sensitivity investigation of counter- rotating vortices
- Solving elliptic problems with non-Gaussian spatially-dependent random coefficients
- Stochastic spectral methods for efficient Bayesian solution of inverse problems
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- The ensemble Kalman filter for combined state and parameter estimation
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- A practical polynomial chaos Kalman filter implementation using nonlinear error projection on a reduced polynomial chaos expansion
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- A state estimation approach based on stochastic expansions
- Sampling free iterative PCE filter for state and parameter estimation of nonlinear dynamical systems
- Kalman filter parameter estimation for a nonlinear diffusion model of epithelial cell migration using stochastic collocation and the Karhunen-Loeve expansion
- An application of ensemble Kalman filter in integral-balance subsurface modeling
- scientific article; zbMATH DE number 1489863 (Why is no real title available?)
- Calibration of reduced-order model for a coupled Burgers equations based on PC-EnKF
- Bayesian model calibration and optimization of surfactant-polymer flooding
- An adaptive ANOVA-based PCKF for high-dimensional nonlinear inverse modeling
- Adaptive approximation of higher order posterior statistics
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- A local sigma-point unscented Kalman filter for geophysical data assimilation
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