A generalized polynomial chaos based ensemble Kalman filter with high accuracy
From MaRDI portal
Publication:834092
DOI10.1016/J.JCP.2009.04.029zbMATH Open1280.93084OpenAlexW2120731138MaRDI QIDQ834092FDOQ834092
Authors: J. Li, Dongbin Xiu 
Publication date: 19 August 2009
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2009.04.029
Recommendations
- On numerical properties of the ensemble Kalman filter for data assimilation
- An efficient implementation of the ensemble Kalman filter based on an iterative Sherman-Morrison formula
- Analysis of the ensemble and polynomial chaos Kalman filters in Bayesian inverse problems
- Uncertainty quantification in the ensemble Kalman filter
- An ensemble Kalman filter using the conjugate gradient sampler
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Numerical chaos (65P20) Stochastic processes (60G99)
Cites Work
- Stochastic processes and filtering theory
- Likelihood approximation by numerical integration on sparse grids
- Spectral Methods for Time-Dependent Problems
- Title not available (Why is that?)
- On numerical properties of the ensemble Kalman filter for data assimilation
- Title not available (Why is that?)
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- Data Assimilation
- Title not available (Why is that?)
- High-Order Collocation Methods for Differential Equations with Random Inputs
- Ingredients for a general purpose stochastic finite elements implementation
- Gaussian filters for nonlinear filtering problems
- Fast numerical methods for stochastic computations: a review
- Efficient collocational approach for parametric uncertainty analysis
Cited In (28)
- A non-Gaussian Bayesian filter for sequential data assimilation with non-intrusive polynomial chaos expansion
- A practical polynomial chaos Kalman filter implementation using nonlinear error projection on a reduced polynomial chaos expansion
- 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
- Data assimilation for models with parametric uncertainty
- Sampling free iterative PCE filter for state and parameter estimation of nonlinear dynamical systems
- Accurate Computation of Conditional Expectation for Highly Nonlinear Problems
- Optimal observations-based retrieval of topography in 2D shallow water equations using PC-EnKF
- 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
- Long-time uncertainty propagation using generalized polynomial chaos and flow map composition
- Reparameterization for statistical state estimation applied to differential equations
- Uncertainty quantification for random Hamiltonian systems by using polynomial expansions and geometric integrators
- Calibration of reduced-order model for a coupled Burgers equations based on PC-EnKF
- Sampling-free linear Bayesian update of polynomial chaos representations
- A deterministic filter for non-Gaussian Bayesian estimation -- Applications to dynamical system estimation with noisy measurements
- 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
- A two-stage ensemble Kalman filter based on multiscale model reduction for inverse problems in time fractional diffusion-wave equations
- A Defensive Marginal Particle Filtering Method for Data Assimilation
- Recursive maximum likelihood parameter estimation for state space systems using polynomial chaos theory
- Kriging-enhanced ensemble variational data assimilation for scalar-source identification in turbulent environments
- Model order reduction of random parameter-dependent linear systems
- Deterministic mean-field ensemble Kalman filtering
- A two-stage variable-separation Kalman filter for data assimilation
- A polynomial chaos approach to the robust analysis of the dynamic behaviour of friction systems
Uses Software
This page was built for publication: A generalized polynomial chaos based ensemble Kalman filter with high accuracy
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q834092)
