77 citations · 161 across the 14 of their papers we have counts for
3 papers · 1 filter
On the stability and the uniform propagation of chaos of a class of Extended Ensemble Kalman-Bucy filters
Pierre Del Moral, Aline Kurtzmann, Julian Tugaut
This article is concerned with the exponential stability and the uniform propagation of chaos properties of a class of Extended Ensemble Kalman-Bucy filters with respect to the tim…
On the Stability and the Exponential Concentration of Extended Kalman-Bucy filters
Pierre Del Moral, Aline Kurtzmann, Julian Tugaut
The exponential stability and the concentration properties of a class of extended Kalman-Bucy filters are analyzed. New estimation concentration inequalities around partially obser…
On the stability and the uniform propagation of chaos properties of Ensemble Kalman-Bucy filters
Pierre Del Moral, Julian Tugaut
The Ensemble Kalman filter is a sophisticated and powerful data assimilation method for filtering high dimensional problems arising in fluid mechanics and geophysical sciences. Thi…