A practical polynomial chaos Kalman filter implementation using nonlinear error projection on a reduced polynomial chaos expansion
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Publication:6557516
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Cites work
- scientific article; zbMATH DE number 3494099 (Why is no real title available?)
- A generalized polynomial chaos based ensemble Kalman filter with high accuracy
- A method for the solution of certain non-linear problems in least squares
- A non-intrusive model reduction approach for polynomial chaos expansion using proper orthogonal decomposition
- A scalable framework for the solution of stochastic inverse problems using a sparse grid collocation approach
- An Algorithm for Least-Squares Estimation of Nonlinear Parameters
- Analysis of the ensemble and polynomial chaos Kalman filters in Bayesian inverse problems
- Asymptotic behavior of the extended Kalman filter as a parameter estimator for linear systems
- Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems
- New results in linear filtering and prediction theory
- Reduced chaos expansions with random coefficients in reduced-dimensional stochastic modeling of coupled problems
- Sampling-free linear Bayesian update of polynomial chaos representations
- The Homogeneous Chaos
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