An ensemble Kalman-Bucy filter for continuous data assimilation
The ensemble Kalman filter has emerged as a promising filter algorithm for nonlinear differential equations subject to intermittent observations. In this paper, we extend the well-known Kalman-Bucy filter for linear differential equations subject to continous observations to the ensemble setting and...
| Published in: | Meteorologische Zeitschrift |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Borntraeger
2012-06-01
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| Online Access: | http://dx.doi.org/10.1127/0941-2948/2012/0307 |