Showing math.OCShow all
2 papers · 1 filter
math.OC2026
Large-time behavior and accuracy of the Mean-Field Ensemble Kalman Filter in the Linear Detectable Setting
Franca Hoffmann, Sangmin Park, Andrew M. Stuart
The ensemble Kalman filter (EnKF), originally developed in the geophysical sciences, is now widely used for state and parameter estimation problems in various domains of applicatio…
math.OC2022
The Mean Field Ensemble Kalman Filter: Near-Gaussian Setting
J. A. Carrillo, F. Hoffmann, A. M. Stuart +1
The ensemble Kalman filter is widely used in applications because, for high dimensional filtering problems, it has a robustness that is not shared for example by the particle filte…