Long-Time Stability and Accuracy of the Ensemble...

Long-Time Stability and Accuracy of the Ensemble Kalman--Bucy Filter for Fully Observed Processes and Small Measurement Noise

de Wiljes, Jana, Reich, Sebastian, Stannat, Wilhelm
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Volume:
17
Language:
english
Journal:
SIAM Journal on Applied Dynamical Systems
DOI:
10.1137/17M1119056
Date:
January, 2018
File:
PDF, 606 KB
english, 2018
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