An adaptive covariance parameterization technique for the ensemble Gaussian mixture filter

DOI10.1137/22M1544312MaRDI QIDQ6562378zbMATH OpenFDO

Authors Andrey A. Popov, Renato Zanetti

Publication date 26 June 2024

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

zbMATH Keywords

expectation maximizationdata assimilationGaussian mixture modelparticle filtering

Mathematics Subject Classification ID

Gaussian processes (60G15) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Prediction theory (aspects of stochastic processes) (60G25) Signal detection and filtering (aspects of stochastic processes) (60G35) Sequential estimation (62L12)

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