An iterative ensemble kalman filter

IEEE Transactions on Automatic Control

Volumn 56, Issue 8, 2011, Pages 1990-1995

  Lorentzen, Rolf J ^a   Naevdal, Geir ^a  

^a INTERNATIONAL RESEARCH INSTITUTE OF STAVANGER   (Norway)

Author keywords

Ensemble Kalman filter (EnKF); Kalman filter; probability density function (PDF); Sequential importance resampling (SIR) filter

Indexed keywords

ENSEMBLE KALMAN FILTER; MODEL AND OBSERVATION; NON-LINEAR MODEL; PROBABILITY DENSITY FUNCTION (PDF); SEQUENTIAL IMPORTANCE RESAMPLING (SIR) FILTER; STOPPING CRITERIA; TECHNICAL NOTES;

MONTE CARLO METHODS; PROBABILITY DENSITY FUNCTION; STATE ESTIMATION;

KALMAN FILTERS;

EID: 80051538661     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2011.2154430     Document Type: Article

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