Degenerate Kalman Filter Error Covariances and Their Convergence onto the Unstable Subspace

Submitted by Laurent Bertino on 19 March, 2018 - 10:02
TitleDegenerate Kalman Filter Error Covariances and Their Convergence onto the Unstable Subspace
Publication TypeJournal Article
Year of Publication2017
AuthorsBocquet, M, Gurumoorthy, KS, Apte, A, Carrassi, A, Grudzien, C, Jones, CKRT
JournalSIAM/ASA Journal on Uncertainty Quantification
Volume5
Issue1
Pagination304 - 333
Date PublishedMar-01-2017
URLhttp://epubs.siam.org/doi/10.1137/16M1068712http://epubs.siam.org/doi/pdf/10.1137/16M1068712
DOI10.1137/16M1068712
Short TitleSIAM/ASA J. Uncertainty Quantification