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...

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Những tác giả chính: Nannuru, S, Coatesa, M, Doucet, A
Định dạng: Journal article
Ngôn ngữ:English
Được phát hành: 2013

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