An ensemble Kalman-particle predictor-corrector filter for non-Gaussian data assimilation

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 5545 LNCS, Issue PART 2, 2009, Pages 470-478

  Mandel, Jan ^a,b   Beezley, Jonathan D ^a,b  

^a UNIVERSITY OF COLORADO   (United States)

^b NATIONAL CENTER FOR ATMOSPHERIC RESEARCH   (United States)

Author keywords

Bayesian statistics; Data assimilation; Dynamic data driven application systems; Ensemble Kalman filter; Non parametric density estimation; Particle filter; Tracking

Indexed keywords

BAYESIAN STATISTICS; DATA ASSIMILATION; DYNAMIC DATA DRIVEN APPLICATION SYSTEMS; ENSEMBLE KALMAN FILTER; NON-PARAMETRIC DENSITY ESTIMATION; PARTICLE FILTER; TRACKING;

AIR FILTERS; BAYESIAN NETWORKS; CONTROL THEORY; DATA PROCESSING; DIFFERENTIAL EQUATIONS; GAUSSIAN NOISE (ELECTRONIC); KALMAN FILTERS; MAXIMUM LIKELIHOOD ESTIMATION; NONLINEAR FILTERING; TIME SERIES ANALYSIS;

PARAMETER ESTIMATION;

EID: 70149118994     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-642-01973-9_53     Document Type: Conference Paper

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