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20162024
most citedLong-time stability and accuracy of the ensemble Kalman-Bucy filter for fully observed processes and small measurement noise

49 citations · 89 across the 6 of their papers we have counts for

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math.DS2016★ 49 cited

Long-time stability and accuracy of the ensemble Kalman-Bucy filter for fully observed processes and small measurement noise

Jana de Wiljes, Sebastian Reich, Wilhelm Stannat

The ensemble Kalman filter has become a popular data assimilation technique in the geosciences. However, little is known theoretically about its long term stability and accuracy. I…