Ensemble Kalman Filters with Resampling

DOI10.1137/23M1594935arXiv2308.08751MaRDI QIDQ6447660FDOQ6447660

Authors: Omar Al-Ghattas, Jiajun Bao, Daniel Sanz-Alonso 

Publication date: 16 August 2023

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Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Signal detection and filtering (aspects of stochastic processes) (60G35) Analysis of algorithms and problem complexity (68Q25)

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