A Comparative Study of the Particle Filter and the Ensemble Kalman Filter

A Comparative Study of the Particle Filter and the Ensemble Kalman Filter

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Non-linear Bayesian estimation, or estimation of the state of a non-linear stochastic system from a set of indirect noisy measurements is a problem encountered in several fields of science. The particle filter and the ensemble Kalman filter are both used to get sub-optimal solutions of Bayesian infe...

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Bibliographic Details
Main Author: Datta Gupta, Syamantak
Language:en
Published: 2009
Subjects:
Bayesian estimation
non-linear filtering
particle filter
ensemble Kalman filter
Monte Carlo methods
Bayesian inference
Electrical and Computer Engineering
Online Access:http://hdl.handle.net/10012/4503

Internet

http://hdl.handle.net/10012/4503

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