Particle Kalman Filtering: A Nonlinear Framework for Ensemble Kalman Filters
Optimal nonlinear filtering consists of sequentially determining the conditional probability distribution functions (pdf) of the system state, given the information of the dynamical and measurement processes and the previous measurements. Once the pdfs are obtained, one can determine different estim...
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| Format: | Conference item |
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AMER INST PHYSICS
2010
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