Ensemble Kalman Filter

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F11%3A10103455" target="_blank" >RIV/00216208:11320/11:10103455 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Ensemble Kalman Filter
Original language description
The ensemble Kalman filter (EnFK) has recently become one of the most popular methods for high dimensional data assimilation and it is widely used in many disciplines such as discretization of partial differential equations in geophysics or image reconstruction. The EnKF has been originally proposed as a Monte Carlo approximation to the extended Kalman filter, which is in practice inapplicable when dimension of the input data is huge Numerous publications have studied applications and asymptotic resultsof the EnKF, while properties of the Kalman filter (KF) and EnKF for the infinite dimensional Hilbert spaces are still under the development. The main purpose of this paper is a brief description of the high dimensional EnKF with references to the mostvaluable publications. Also a short introduction to problems related with KF and EnKF on infinite dimensional Hilbert spaces is included.
Czech name
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Czech description
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Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
WDS'11 Proceedings of Contributed Papers: Part I - Mathematics and Computer Sciences
ISBN
978-80-7378-184-2
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
25-30
Publisher name
Matfyzpress
Place of publication
Prague
Event location
Praha
Event date
May 31, 2011
Type of event by nationality
CST - Celostátní akce
UT code for WoS article
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