An ensemble Kalman-Bucy filter for continuous data assimilation
The ensemble Kalman filter has emerged as a promising filter algorithm for nonlinear differential equations subject to intermittent observations. In this paper, we extend the well-known Kalman-Bucy filter for linear differential equations subject to continous observations to the ensemble setting and...
| Asıl Yazarlar: | , |
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| Materyal Türü: | Makale |
| Dil: | English |
| Baskı/Yayın Bilgisi: |
Borntraeger
2012-06-01
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| Seri Bilgileri: | Meteorologische Zeitschrift |
| Online Erişim: | http://dx.doi.org/10.1127/0941-2948/2012/0307 |