Particle Kalman Filtering: A Nonlinear Bayesian Framework for Ensemble Kalman Filters
نویسندگان
چکیده
منابع مشابه
Particle Kalman Filtering: A Nonlinear Bayesian Framework for Ensemble Kalman Filters*
This paper investigates an approximation scheme of the optimal nonlinear Bayesian filter based on the Gaussian mixture representation of the state probability distribution function. The resulting filter is similar to the particle filter, but is different from it in that the standard weight-type correction in the particle filter is complemented by the Kalman-type correction with the associated c...
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ژورنال
عنوان ژورنال: Monthly Weather Review
سال: 2012
ISSN: 0027-0644,1520-0493
DOI: 10.1175/2011mwr3640.1