Perturbations and Projections of Kalman-Bucy Semigroups Motivated by Methods in Data Assimilation

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Bishop, Adrian,; Del Moral, Pierre; Pathiraja, Sahani,;
(2017)
  • Publisher: HAL CCSD
  • Subject: [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]

The purpose of this work is to analyse the effect of various perturbations and projections of Kalman-Bucy semigroups and Riccati equations. The original motivation was to understand the behaviour of various regulation methods used in ensemble Kalman filtering (EnKF). Fo... View more
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