Now showing items 1-2 of 2

  • 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 (Springer, 2010)
    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 ...
    Peer reviewedJournal article
  • Sampling error distribution for the ensemble Kalman filter update step 

    Kovalenko, Andrey; Mannseth, Trond; Nævdal, Geir (Springer, 2011-07-06)
    In recent years, data assimilation techniques have been applied to an increasingly wider specter of problems. Monte Carlo variants of the Kalman filter, in particular, the ensemble Kalman filter (EnKF), have gained ...
    Peer reviewedJournal article