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: | Nannuru, S, Coatesa, M, Doucet, A |
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Format: | Journal article |
Language: | English |
Published: |
2013
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