Interpolation and Iteration for Nonlinear Filters - Mathematics > Numerical AnalysisReport as inadecuate




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Abstract: We present a general form of the iteration and interpolation process used inimplicit particle filters. Implicit filters are based on a pseudo-Gaussianrepresentation of posterior densities, and are designed to focus the particlepaths so as to reduce the number of particles needed in nonlinear dataassimilation. Examples are given.



Author: Alexandre J. Chorin, Xuemin Tu

Source: https://arxiv.org/



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