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Treating the model error in a low-rank ensemble Kalman filter. (English) Zbl 1261.93082

Simos, Theodore E. (ed.) et al., ICNAAM 2005. International conference on numerical analysis and applied mathematics 2005. Official conference of the European Society of Computational Methods in Sciences and Engineering (ESCMSE), Rhodes, Greek, September 16–20, 2005. Weinheim: Wiley-VCH (ISBN 3-527-40652-2/hbk). 249-253 (2005).
For the entire collection see [Zbl 1074.65001].

MSC:

93E11 Filtering in stochastic control theory
62M20 Inference from stochastic processes and prediction
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