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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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Showing 2016Show all

2 papers · 1 filter

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…

math.NA2016

Second-order accurate ensemble transform particle filters

Walter Acevedo, Jana de Wiljes, Sebastian Reich

Particle filters (also called sequential Monte Carlo methods) are widely used for state and parameter estimation problems in the context of nonlinear evolution equations. The recen…