On a nonlinear Kalman filter with simplified divided difference approximation
We present a new ensemble-based approach that handles nonlinearity based on a simplified divided difference approximation through Stirling's interpolation formula, which is hence called the simplified divided difference filter (sDDF). The sDDF uses Stirling's interpolation formula to evalu...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2012
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