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
|