Scaled unscented transform Gaussian sum filter: Theory and application

Physica D: Nonlinear Phenomena

Volumn 239, Issue 10, 2010, Pages 684-701

  Luo, X ^a,b,c   Moroz, I M ^a   Hoteit, I ^c  

^a UNIVERSITY OF OXFORD   (United Kingdom)

^b UNIVERSITY OF OXFORD   (United Kingdom)

^c KING ABDULLAH UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Saudi Arabia)

Author keywords

Data assimilation; Ensemble Kalman filter; Gaussian sum filter; Scaled unscented Kalman filter

Indexed keywords

APPROXIMATION ALGORITHMS; BANDPASS FILTERS; COMPUTATION THEORY; KALMAN FILTERS; NONLINEAR EQUATIONS; NONLINEAR SYSTEMS; PROBABILITY DENSITY FUNCTION; RANDOM PROCESSES; RANDOM VARIABLES; STATE ESTIMATION; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

DATA ASSIMILATION; ENSEMBLE KALMAN FILTER; GAUSSIAN RANDOM PROCESS; GAUSSIAN RANDOM VARIABLE; GAUSSIAN SUM FILTER; NON-LINEAR STOCHASTIC SYSTEMS; PROBABILITY DENSITY FUNCTION (PDF); SCALED UNSCENTED KALMAN FILTERS;

GAUSSIAN DISTRIBUTION;

EID: 77649272466     PISSN: 01672789     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physd.2010.01.022     Document Type: Article

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