Evensen, Geir The ensemble Kalman filter for combined state and parameter estimation: Monte Carlo techniques for data assimilation in large systems. (English) Zbl 1395.93534 IEEE Control Syst. 29, No. 3, 83-104 (2009). Editorial remark: No review copy delivered. Cited in 191 Documents 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 Software:EnKF PDFBibTeX XMLCite \textit{G. Evensen}, IEEE Control Syst. 29, No. 3, 83--104 (2009; Zbl 1395.93534) Full Text: DOI