A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters
Author:
Affiliation:
1. Centre de Recherche Inria Bordeaux Sud-Ouest
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference86 articles.
1. Kalman, R. E. (1960). A new approach to linear filtering and prediction problems. J. Basic Eng. 82 35–45.
2. DEL MORAL, P. and MICLO, L. (2000). Branching and interacting particle systems approximations of Feynman–Kac formulae with applications to non-linear filtering. In Séminaire de Probabilités, XXXIV. Lecture Notes in Math. 1729 1–145. Springer, Berlin.
3. ALLEN, J. I., EKNES, M. and EVENSEN, G. (2002). An ensemble Kalman filter with a complex marine ecosystem model: Hindcasting phytoplankton in the Cretan Sea. Ann. Geophys. 20 1–13.
4. ANDERSON, B. D. O. (1971). Stability properties of Kalman–Bucy filters. J. Franklin Inst. 291 137–144.
5. ANDERSON, J. L. (2001). An ensemble adjustment Kalman filter for data assimilation. Mon. Weather Rev. 129 2884–2903.
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