Chaotic dynamics and the role of covariance inflation for reduced rank Kalman filters with model error
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Erschienen in
-
Chaotic dynamics and the role of covariance inflation for reduced rank Kalman filters with model error ; year:2018 ; pages:1-25
Nonlinear processes in geophysics discussion ; (2018), 1-25
- Urheber
- DOI
-
10.5194/npg-2018-4
- URN
-
urn:nbn:de:101:1-2018070511400772575639
- Rechteinformation
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
15.08.2025, 07:33 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Grudzien, Colin
- Carrassi, Alberto
- Bocquet, Marc
Ähnliche Objekte (12)
Chaotic dynamics and the role of covariance inflation for reduced rank Kalman filters with model error
Evaluation and error analysis: Kalman gain regularization versus covariance regularization
Estimating model error covariance matrix parameters in extended Kalman filtering
On the Kalman Filter error covariance collapse into the unstable subspace
Brief communication: An innovation-based estimation method for model error covariance in Kalman filters
Adjoints and low-rank covariance representation
Portfolio Selection with a Rank-deficient Covariance Matrix
Portfolio Selection with a Rank-Deficient Covariance Matrix
Measurement error and rank correlations
Generalized background error covariance matrix model (GEN_BE v2.0)
Adaptive cubature Kalman filter based on the variance-covariance components estimation
Generalized kernel regularized least squares estimator with parametric error covariance
Chaotic dynamics and the role of covariance inflation for reduced rank Kalman filters with model error
Evaluation and error analysis: Kalman gain regularization versus covariance regularization
Estimating model error covariance matrix parameters in extended Kalman filtering
On the Kalman Filter error covariance collapse into the unstable subspace
Brief communication: An innovation-based estimation method for model error covariance in Kalman filters
Adjoints and low-rank covariance representation
Portfolio Selection with a Rank-deficient Covariance Matrix
Portfolio Selection with a Rank-Deficient Covariance Matrix
Measurement error and rank correlations
Generalized background error covariance matrix model (GEN_BE v2.0)
Adaptive cubature Kalman filter based on the variance-covariance components estimation
Generalized kernel regularized least squares estimator with parametric error covariance
Chaotic dynamics and the role of covariance inflation for reduced rank Kalman filters with model error
Evaluation and error analysis: Kalman gain regularization versus covariance regularization
Estimating model error covariance matrix parameters in extended Kalman filtering
On the Kalman Filter error covariance collapse into the unstable subspace
Brief communication: An innovation-based estimation method for model error covariance in Kalman filters
Adjoints and low-rank covariance representation
Portfolio Selection with a Rank-deficient Covariance Matrix
Portfolio Selection with a Rank-Deficient Covariance Matrix
Measurement error and rank correlations
Generalized background error covariance matrix model (GEN_BE v2.0)
Adaptive cubature Kalman filter based on the variance-covariance components estimation