Ensemble Kalman Filter

Kód výsledku v IS VaVaI

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Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Ensemble Kalman Filter

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Ensemble Kalman Filter

Popis výsledku anglicky

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.

Druh

D - Stať ve sborníku

CEP obor

BB - Aplikovaná statistika, operační výzkum

OECD FORD obor

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Projekt

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Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2011

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

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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Počet stran výsledku

6

Strana od-do

25-30

Název nakladatele

Matfyzpress

Místo vydání

Prague

Místo konání akce

Praha

Datum konání akce

31. 5. 2011

Typ akce podle státní příslušnosti

CST - Celostátní akce

Kód UT WoS článku

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