Browsing Department of Mathematics by Author "Karlsen, Hans A."
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Bridging the ensemble Kalman filter and particle filters: the adaptive Gaussian mixture filter
Stordal, Andreas Størksen; Karlsen, Hans A.; Nævdal, Geir; Skaug, Hans J.; Vallès, Brice (Peer reviewed; Journal article, 2011)The nonlinear filtering problem occurs in many scientific areas. Sequential Monte Carlo solutions with the correct asymptotic behavior such as particle filters exist, but they are computationally too expensive when working ...