A generalized polynomial chaos based ensemble Kalman filter with high accuracy
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Cites work
- scientific article; zbMATH DE number 49187 (Why is no real title available?)
- scientific article; zbMATH DE number 193036 (Why is no real title available?)
- scientific article; zbMATH DE number 3640828 (Why is no real title available?)
- Data Assimilation
- Efficient collocational approach for parametric uncertainty analysis
- Fast numerical methods for stochastic computations: a review
- Gaussian filters for nonlinear filtering problems
- High-Order Collocation Methods for Differential Equations with Random Inputs
- Ingredients for a general purpose stochastic finite elements implementation
- Likelihood approximation by numerical integration on sparse grids
- On numerical properties of the ensemble Kalman filter for data assimilation
- Spectral Methods for Time-Dependent Problems
- Stochastic processes and filtering theory
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
Cited in
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- Optimal observations-based retrieval of topography in 2D shallow water equations using PC-EnKF
- A non-Gaussian Bayesian filter for sequential data assimilation with non-intrusive polynomial chaos expansion
- Uncertainty quantification for random Hamiltonian systems by using polynomial expansions and geometric integrators
- A practical polynomial chaos Kalman filter implementation using nonlinear error projection on a reduced polynomial chaos expansion
- Data assimilation for models with parametric uncertainty
- Calibration of reduced-order model for a coupled Burgers equations based on PC-EnKF
- Accurate Computation of Conditional Expectation for Highly Nonlinear Problems
- Sampling-free linear Bayesian update of polynomial chaos representations
- Kriging-enhanced ensemble variational data assimilation for scalar-source identification in turbulent environments
- Model order reduction of random parameter-dependent linear systems
- Sparsity-promoting elastic net method with rotations for high-dimensional nonlinear inverse problem
- A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness
- A flexible uncertainty quantification method for linearly coupled multi-physics systems
- An adaptive ANOVA-based PCKF for high-dimensional nonlinear inverse modeling
- Adaptive approximation of higher order posterior statistics
- Computation of probabilistic hazard maps and source parameter estimation for volcanic ash transport and dispersion
- Reparameterization for statistical state estimation applied to differential equations
- A deterministic filter for non-Gaussian Bayesian estimation -- Applications to dynamical system estimation with noisy measurements
- A two-stage ensemble Kalman filter based on multiscale model reduction for inverse problems in time fractional diffusion-wave equations
- A polynomial chaos approach to the robust analysis of the dynamic behaviour of friction systems
- Long-time uncertainty propagation using generalized polynomial chaos and flow map composition
- A homotopy method for parameter estimation of nonlinear differential equations with multiple optima
- Front Shape Similarity Measure for Shape-Oriented Sensitivity Analysis and Data Assimilation for Eikonal Equation
- A two-stage variable-separation Kalman filter for data assimilation
- A Defensive Marginal Particle Filtering Method for Data Assimilation
- Deterministic mean-field ensemble Kalman filtering
- Sampling free iterative PCE filter for state and parameter estimation of nonlinear dynamical systems
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