Unbiased ensemble square root filters
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Cites work
- scientific article; zbMATH DE number 3473182 (Why is no real title available?)
- scientific article; zbMATH DE number 194747 (Why is no real title available?)
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- A family of embedded Runge-Kutta formulae
- Efficient data assimilation for spatiotemporal chaos: a local ensemble transform Kalman filter
- Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
- Stochastic processes and filtering theory
- Unbiased ensemble square root filters
Cited in
(19)- A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification
- Iterated gain-based stochastic filters for dynamic system identification
- Convergence acceleration of ensemble Kalman inversion in nonlinear settings
- Ensemble data assimilation in the presence of cloud
- Ensemble Kalman inversion for nonlinear problems: weights, consistency, and variance bounds
- Sampling free iterative PCE filter for state and parameter estimation of nonlinear dynamical systems
- Real-time thermoacoustic data assimilation
- Combined state and parameter estimation in level-set methods
- Unbiased ensemble square root filters
- On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering
- Ensemble Kalman filter with the unscented transform
- Mixture ensemble Kalman filters
- Numerical linear algebra in data assimilation
- Convergence of the square root ensemble Kalman filter in the large ensemble limit
- On exponential convergence of nonlinear gradient dynamics system with application to square root finding
- Tikhonov regularization within ensemble Kalman inversion
- Mean field limit of ensemble square root filters -- discrete and continuous time
- Score matching filters for Gaussian Markov random fields with a linear model of the precision matrix
- Uncertainties in the 2004 Sumatra–Andaman source through nonlinear stochastic inversion of tsunami waves
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