A Gaussian mixture ensemble transform filter for vector observations
The ensemble Kalman filter relies on a Gaussian approximation being a reasonably accurate representation of the filtering distribution. Reich recently introduced a Gaussian mixture ensemble transform filter which can address scenarios where the prior can be modeled using a Gaussian mixture. Reichs d...
Main Authors: | , , |
---|---|
Format: | Journal article |
Language: | English |
Published: |
2013
|