Data assimilation using kalman filter techniques

• Date: 2006
• Main Authors: Dimitriu, G., Cuciureanu, R.
• Format: Article
• Language: English
• Published: Інститут програмних систем НАН України 2006
• Subjects: Прикладне програмне забезпечення
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/1581
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: Data assimilation using kalman filter techniques / G. Dimitriu, R. Cuciureanu // Проблеми програмування. — 2006. — N 2-3. — С. 688-693. — Бібліогр.: 5 назв. — англ.

Kalman filtering represents a powerful framework for solving data assimilation problems. Of interest here are the low-rank filters which are computationally efficient to solve large scale data assimilation problems. The low-rank filters are either based on factorization of the covariance matrix (R...