Sigma-Point Particle Filter for Parameter Estimation in a Multiplicative Noise Environment
A pre-requisite for the “optimal estimate” by the ensemble-based Kalman filter (EnKF) is the Gaussian assumption for background and observation errors, which is often violated when the errors are multiplicative, even for a linear system. This study first explores the challenge of the multiplicative...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
American Geophysical Union (AGU)
2011-12-01
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| Series: | Journal of Advances in Modeling Earth Systems |
| Subjects: | |
| Online Access: | http://www.agu.org/journals/ms/ms1112/2011MS000065/ |