107 citations · 386 across the 22 of their papers we have counts for
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physics.data-an2011★ 107 cited
Particle Kalman Filtering: A Nonlinear Bayesian Framework for Ensemble Kalman Filters
Ibrahim Hoteit, Xiaodong Luo, Dinh-Tuan Pham
This paper investigates an approximation scheme of the optimal nonlinear Bayesian filter based on the Gaussian mixture representation of the state probability distribution function…
physics.data-an2011★ 51 cited
Robust ensemble filtering and its relation to covariance inflation in the ensemble Kalman filter
Xiaodong Luo, Ibrahim Hoteit
We propose a robust ensemble filtering scheme based on the filtering theory. The optimal filter is derived by minimizing the supremum (or maximum) of a pr…