A generalized polynomial chaos based ensemble Kalman filter with high accuracy
From MaRDI portal
Publication:834092
DOI10.1016/j.jcp.2009.04.029zbMath1280.93084MaRDI QIDQ834092
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
62M20: Inference from stochastic processes and prediction
93E11: Filtering in stochastic control theory
60G99: Stochastic processes
65P20: Numerical chaos
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Uses Software
Cites Work
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- Likelihood approximation by numerical integration on sparse grids
- On numerical properties of the ensemble Kalman filter for data assimilation
- Ingredients for a general purpose stochastic finite elements implementation
- Stochastic processes and filtering theory
- Spectral Methods for Time-Dependent Problems
- Gaussian filters for nonlinear filtering problems
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- High-Order Collocation Methods for Differential Equations with Random Inputs
- Data Assimilation
