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• W2014419986 abstract "A generic algorithmic framework for nonlinear ensemble filtering based on Gaussian mixtures and fuzzy clustering techniques is introduced. The framework generalizes the ensemble Kalman filter and relaxes the assumption of a Gaussian prediction distribution. A theoretical analysis of the proposed procedure is provided, establishing strong consistency under suitable assumptions. Specific implementations are discussed and adjustments that are necessary in high-dimensional settings are proposed. A simple implementation of the filter is shown to work well in common testbeds, providing substantial gains over the ensemble Kalman filter." @default.
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• W2014419986 date "2013-02-01" @default.
• W2014419986 modified "2023-10-03" @default.
• W2014419986 title "Mixture ensemble Kalman filters" @default.
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• W2014419986 doi "https://doi.org/10.1016/j.csda.2011.04.013" @default.
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