2 papers
math.DS2021
A note on Riccati matrix difference equations
Pierre del Moral, Emma Horton
Discrete algebraic Riccati equations and their fixed points are well understood and arise in a variety of applications, however, the time-varying equations have not yet been fully…
math.PR2021
A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters
Pierre del Moral, Emma Horton
Despite the widespread usage of discrete generation Ensemble Kalman particle filtering methodology to solve nonlinear and high dimensional filtering and inverse problems, little is…