Degenerate Kalman filter error covariances and their convergence onto the unstable subspace

TitleDegenerate Kalman filter error covariances and their convergence onto the unstable subspace
Publication TypeJournal Article
Year of Publication2017
AuthorsBocquet, M, Gurumoorthry, K, Apte, A, Carrassi, A, Grudzien, C, Jones, CKRT
JournalSIAM/ASA Journal on Uncertainty Quantification (JUQ)
Volume5
PublisherSociety for Industrial and Applied Mathematics (SIAM)
ISSN2166-2525
DOI10.1137/16M1068712
Refereed DesignationRefereed
Author Address

NERSC