Particle Kalman Filtering: A Nonlinear Bayesian Framework for Ensemble Kalman Filters
Particle Kalman Filtering: A Nonlinear Bayesian Framework for Ensemble Kalman Filters
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Publisher
Boston, MA: American Meteorological Society
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Language
English
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Publisher
Boston, MA: American Meteorological Society
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Contents
This paper investigates an approximation scheme of the optimal nonlinear Bayesian filter based on the Gaussian mixture representation of the state probability distribution function. The resulting filter is similar to the particle filter, but is different from it in that the standard weight-type correction in the particle filter is complemented by t...
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Full title
Particle Kalman Filtering: A Nonlinear Bayesian Framework for Ensemble Kalman Filters
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TN_cdi_proquest_miscellaneous_923202658
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_923202658
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ISSN
0027-0644
E-ISSN
1520-0493
DOI
10.1175/2011MWR3640.1