Bridging the ensemble Kalman filter and particle filters: the adaptive Gaussian mixture filter

Andreas S. Stordal; Hans Arnfinn Karlsen; Geir Nævdal; Hans J. Skaug; Brice Vallès

doi:10.1007/s10596-010-9207-1

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Bridging the ensemble Kalman filter and particle filters: the adaptive Gaussian mixture filter

Andreas S. Stordal Hans Arnfinn Karlsen Geir Nævdal Hans J. Skaug Brice Vallès

Year: 2010 Journal: Computational Geosciences Vol: 15 (2)Pages: 293-305 Publisher: Springer Science+Business Media

DOI: 10.1007/s10596-010-9207-1

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Keywords:

Ensemble Kalman filter Particle filter Gaussian Kalman filter Extended Kalman filter Posterior probability Algorithm Monte Carlo method Invariant extended Kalman filter Auxiliary particle filter Mathematics Resampling Gaussian filter Weighting Computer science Applied mathematics Statistics Physics Bayesian probability Acoustics

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Target Tracking and Data Fusion in Sensor Networks

Physical Sciences → Computer Science → Artificial Intelligence

Meteorological Phenomena and Simulations

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Geophysics and Gravity Measurements

Physical Sciences → Earth and Planetary Sciences → Oceanography

Bridging the ensemble Kalman filter and particle filters: the adaptive Gaussian mixture filter

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