Ensemble Filtering Methods for Nonlinear Dynamics
The standard ensemble filtering schemes such as Ensemble Kalman Filter (EnKF) and Sequential Monte Carlo (SMC) do not properly represent states of low priori probability when the number of samples is too small and the dynamical system is high dimensional system with highly non-Gaussian statistics. F...
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| Language: | EN |
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The University of Arizona.
2005
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| Online Access: | http://hdl.handle.net/10150/193673 |