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Concurrent observation technologies have made high-precision real-time data available in large quantities.
A new approach to linear filtering and prediction problems
R. E. Kalman · 1960
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Stochastic processes and filtering theory
A.H. Jazwinski · 1970
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Predictibility: A problem partly solved
E.N. Lorenz · 1996
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Construction of correlation functions in two and three dimensions
G. Gaspari and S.E. Cohn · 1999
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Atmospheric modeling, data assimilation and predictability
E. Kalnay · 2002
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Data Assimilation: The Ensemble Kalman Filter
G. Evensen · 2006
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Regularized estimation of large covariance matrices
P. J. Bickel and E. Levina · 2008
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Inverse Theory for Petroleum Reservoir Characterization and History Matching
D. Oliver, A. Reynolds, and N. Liu · 2008
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Large sample asymptotics for the ensemble kalman filter
Vu-Duc Tran François Le Gland, Valerie Monbet · 2009
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On the convergence of the ensemble Kalman filter
J. Mandel, L. Cobb, and J. D. Beezley · 2011
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On the convergence of the ensemble kalman filter
Jan Mandel, Loren Cobb, and Jonathan D. Beezley · 2011
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An ensemble Kalman-Bucy filter for continuous data assimilation
K. Bergemann and S. Reich · 2012
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A nonparametric ensemble transform method for Bayesian inference
S. Reich · 2013
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T. Yang, P.G. Mehta, and S.P. Meyn · 2013
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Ensemble transform Kalman-Bucy filters
J. Amezcua, E. Kalnay, K. Ide, and S. Reich · 2014
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Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time
D. T. Kelly, K. J. H. Law, and A. Stuart · 2014
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Nonlinear stability and ergodicity of ensemble based Kalman filters
X.T. Tong, A.J. Majda, and D. Kelly · 2016
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On the stability of Kalman-Bucy diffusion
A. N. Bishop and P. Del Moral · 2017
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Long-time stability and accuracy of the ensemble Kalman-Bucy filter for fully observed processes and small measurement noise
Jana de Wiljes, Sebastian Reich, and Wilhelm Stannat · 2018
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On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters
P. Del Moral and J. Tugaut · 2018
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Performance of ensemble Kalman filters in large dimensions
A. Majda and X. T. Tong · 2018
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Performance analysis of local ensemble Kalman filter
X.T. Tong · 2018
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Convergence of the square root ensemble kalman filter in the large ensemble limit
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Multilevel ensemble Kalman filtering
Hȧkon Hoel, Kody J. H. Law, and Raul Tempone · 2016
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Deterministic mean-field ensemble kalman filtering
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