A hybrid particle-ensemble Kalman filter for problems with medium nonlinearity.
A hybrid particle ensemble Kalman filter is developed for problems with medium non-Gaussianity, i.e. problems where the prior is very non-Gaussian but the posterior is approximately Gaussian. Such situations arise, e.g., when nonlinear dynamics produce a non-Gaussian forecast but a tight Gaussian li...
| Principais autores: | , |
|---|---|
| Formato: | Artigo |
| Idioma: | English |
| Publicado em: |
Public Library of Science (PLoS)
2021-01-01
|
| coleção: | PLoS ONE |
| Acesso em linha: | https://doi.org/10.1371/journal.pone.0248266 |