On the convergence of the ensemble Kalman filter.

DOI10.1007/s10492-011-0031-2zbMath1248.62164arXiv0901.2951OpenAlexW2087158441WikidataQ33624162 ScholiaQ33624162MaRDI QIDQ664408

Loren Cobb, Jan Mandel, Jonathan D. Beezley

Publication date: 1 March 2012

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.2951

zbMATH Keywords

asymptoticsdata assimilationexchangeable random variables

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Exchangeability for stochastic processes (60G09)

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Uses Software

• EnKF

Cites Work

• On the convergence of the ensemble Kalman filter.
• Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
• On numerical properties of the ensemble Kalman filter for data assimilation
• Tomographic Imaging of Dynamic Objects With the Ensemble Kalman Filter
• Data Assimilation
• Unnamed Item
• Unnamed Item

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