An adaptive covariance parameterization technique for the ensemble Gaussian mixture filter
DOI10.1137/22M1544312MaRDI QIDQ6562378FDOQ6562378
Authors: Andrey A. Popov, Renato Zanetti 
Publication date: 26 June 2024
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
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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