Nonlinear stability and ergodicity of ensemble based Kalman filters Xin T Tong1,2 , Andrew J Majda1,2 and David Kelly1 1 Courant Institute of Mathematical Sciences, New York University, New York, NY 10012,

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Date: 2015-04-17 23:42:20 Cybernetics Systems theory Linear filters Robot control Stochastic differential equations Kalman filter Data assimilation Discretization Statistical ensemble Control theory Statistics Estimation theory		Nonlinear stability and ergodicity of ensemble based Kalman filters Xin T Tong1,2 , Andrew J Majda1,2 and David Kelly1 1 Courant Institute of Mathematical Sciences, New York University, New York, NY 10012, Add to Reading List Source URL: www.dtbkelly.com Download Document from Source Website File Size: 391,96 KB Share Document on Facebook

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