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An iterative implementation of the implicit nonlinear filter

dc.contributor.authorChorin, Alexandre J.
dc.contributor.authorTu, Xuemin
dc.date.accessioned2015-03-30T20:31:35Z
dc.date.available2015-03-30T20:31:35Z
dc.date.issued2012-03-02
dc.identifier.citationChorin, Alexandre J. & Tu, Xuemin. "An iterative implementation of the implicit nonlinear filter." ESAIM: M2AN Volume 46, Number 3, May-June 2012 535 - 543. http://dx.doi.org/10.1051/m2an/2011055.en_US
dc.identifier.urihttp://hdl.handle.net/1808/17240
dc.descriptionThis is the published version, also available here: http://dx.doi.org/10.1051/m2an/2011055.en_US
dc.description.abstractImplicit sampling is a sampling scheme for particle filters, designed to move particles one-by-one so that they remain in high-probability domains. We present a new derivation of implicit sampling, as well as a new iteration method for solving the resulting algebraic equations.en_US
dc.publisherEDP Sciencesen_US
dc.subjectImplicit samplingen_US
dc.subjectfilteren_US
dc.subjectreference densityen_US
dc.subjectJacobianen_US
dc.subjectiterationen_US
dc.subjectparticlesen_US
dc.titleAn iterative implementation of the implicit nonlinear filteren_US
dc.typeArticle
kusw.kuauthorTu, Xuemin
kusw.kudepartmentMathematicsen_US
dc.identifier.doi10.1051/m2an/2011055
kusw.oaversionScholarly/refereed, publisher version
kusw.oapolicyThis item meets KU Open Access policy criteria.
dc.rights.accessrightsopenAccess


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