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...

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書目詳細資料
Main Authors: Kay Bergemann, Sebastian Reich
格式: Article
語言:English
出版: Borntraeger 2012-06-01
叢編:Meteorologische Zeitschrift
在線閱讀:http://dx.doi.org/10.1127/0941-2948/2012/0307