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The ensemble Kalman filter for combined state and parameter estimation: Monte Carlo techniques for data assimilation in large systems. (English) Zbl 1395.93534

Editorial remark: No review copy delivered.

MSC:

93E11 Filtering in stochastic control theory
93E10 Estimation and detection in stochastic control theory
62M20 Inference from stochastic processes and prediction
65C05 Monte Carlo methods

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