A Knowledge-Aided Robust Ensemble Kalman Filter Algorithm for Non-Linear and Non-Gaussian Large Systems

This work proposes a robust and non-Gaussian version of the shrinkage-based knowledge-aided EnKF implementation called Ensemble Time Local H∞ Filter Knowledge-Aided (EnTLHF-KA). The EnTLHF-KA requires a target covariance matrix to integrate previously obtained information and knowledge directly into...

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Detalhes bibliográficos

Principais autores:	Santiago Lopez-Restrepo, Andres Yarce, Nicolás Pinel, O. L. Quintero, Arjo Segers, A. W. Heemink
Formato:	Artigo
Idioma:	Inglês
Publicado em:	Frontiers Media S.A. 2022-03-01
coleção:	Frontiers in Applied Mathematics and Statistics
Assuntos:	data assimilation air quality modeling robust estimation Ensemble Kalman filter covariance estimation
Acesso em linha:	https://www.frontiersin.org/articles/10.3389/fams.2022.830116/full
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