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      Long-Time Stability and Accuracy of the Ensemble Kalman--Bucy Filter for Fully Observed Processes and Small Measurement Noise

      Author(s): , ,
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      Journal: SIAM Journal on Applied Dynamical Systems
      Publisher: Society for Industrial & Applied Mathematics (SIAM)

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          Asymptotic Stability of the Optimal Filter with Respect to Its Initial Condition

          Etienne Pardoux, Daniel Ocone (1996)
          Article 0 comments Cited 31 times – based on 0 reviews     Review now
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            On Smooth Decompositions of Matrices

            Luca Dieci, Timo Eirola (1999)
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              A dynamical systems framework for intermittent data assimilation

              Sebastian Reich (2011)
              Article 0 comments Cited 19 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: SIAM Journal on Applied Dynamical Systems
                Abbreviated Title: SIAM J. Appl. Dyn. Syst.
                Publisher: Society for Industrial & Applied Mathematics (SIAM)
                ISSN (Electronic): 1536-0040
                Publication date Created: January 2018
                Publication date (Print): January 2018
                Volume: 17
                Issue: 2
                Pages: 1152-1181
                Article
                DOI: 10.1137/17M1119056
                SO-VID: 0de6cecf-9a23-435b-a262-a8ab2e0775d7
                Copyright © © 2018
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