47 citations · 106 across the 7 of their papers we have counts for
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math.PR2019
On the continuous time limit of Ensemble Square Root Filters
Theresa Lange, Wilhelm Stannat
We provide a continuous time limit analysis for the class of Ensemble Square Root Filter algorithms with deterministic model perturbations. In the particular linear case, we specif…
math.PR2019
On the continuous time limit of the Ensemble Kalman Filter
Theresa Lange, Wilhelm Stannat
We present recent results on the existence of a continuous time limit for Ensemble Kalman Filter algorithms. In the setting of continuous signal and observation processes, we apply…