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Particle Kalman Filtering: A Nonlinear Bayesian Framework for Ensemble Kalman Filters

Particle Kalman Filtering: A Nonlinear Bayesian Framework for Ensemble Kalman Filters

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_923202658

Particle Kalman Filtering: A Nonlinear Bayesian Framework for Ensemble Kalman Filters

About this item

Full title

Particle Kalman Filtering: A Nonlinear Bayesian Framework for Ensemble Kalman Filters

Publisher

Boston, MA: American Meteorological Society

Journal title

Monthly weather review, 2012-02, Vol.140 (2), p.528-542

Language

English

Formats

Publication information

Publisher

Boston, MA: American Meteorological Society

More information

Scope and Contents

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...

Alternative Titles

Full title

Particle Kalman Filtering: A Nonlinear Bayesian Framework for Ensemble Kalman Filters

Authors, Artists and Contributors

Identifiers

Primary Identifiers

Record Identifier

TN_cdi_proquest_miscellaneous_923202658

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_923202658

Other Identifiers

ISSN

0027-0644

E-ISSN

1520-0493

DOI

10.1175/2011MWR3640.1

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