Related papers: Reply to "Comment on 'Ensemble Kalman filter with …
Considering the problem of nonlinear and non-gaussian filtering of the graph signal, in this paper, a robust square root unscented Kalman filter based on graph signal processing is proposed. The algorithm uses a graph topology to generate…
The ensemble Kalman filter (EnKF) is a recursive filter suitable for problems with a large number of variables, such as discretizations of partial differential equations in geophysical models. The EnKF originated as a version of the Kalman…
This article is a reply to the Comment by D. Spemann et al (arXiv:1204.2992) in response to our paper 'Revealing common artifacts due to ferromagnetic inclusions in highly oriented pyrolytic graphite' (EPL, 97 (2012) 47001).
The authors reply to the Comment arXiv:2104.03770 by P. Canfield et. al.
In this paper, the ensemble consider Kalman filter is proposed to mitigate the negative effects of uncertain parameters in nonlinear dynamic and measurement models. The ensemble Kalman filter can avoid using the Jacobian matrices and reduce…
The Extended Kalman Filter (EKF) is a well established technique for position and velocity estimation. However, the performance of the EKF degrades considerably in highly non-linear system applications as it requires local linearisation in…
Comment on the paper J. Solsvik and E. Manger, "Kinetic theory models for granular mixtures with unequal granular temperature: Hydrodynamic velocity," Phys. Fluids \textbf{33}, 043321 (2021).
Comment on A.F. Abouraddy, P.R. Stone, A.V. Sergienko, B.E.A. Saleh, and M.C. Teich, ``Entangled-Photon Imaging of a Pure Phase Object,'' Phys. Rev. Lett. 93, 213903 (2004). Unpublished (rejected by Physical Review Letters), but for a…
In this article, we complement recent results on the convergence of the state estimate obtained by applying the discrete-time Kalman filter on a time-sampled continuous-time system. As the temporal discretization is refined, the estimate…
This paper develops an efficient implementation of the ensemble Kalman filter based on a modified Cholesky decomposition for inverse covariance matrix estimation. This implementation is named EnKF-MC. Background errors corresponding to…
In this paper, we study the inverse acoustic medium scattering problem to reconstruct the unknown inhomogeneous medium from far field patterns of scattered waves. We propose the reconstruction scheme based on the Kalman filter, which…
The Kalman filter (KF) is used in a variety of applications for computing the posterior distribution of latent states in a state space model. The model requires a linear relationship between states and observations. Extensions to the Kalman…
Dynamic operation of biological processes, such as anaerobic digestion (AD), requires reliable process monitoring to guarantee stable operating conditions at all times. Unscented Kalman filters (UKF) are an established tool for nonlinear…
This is a reply to "Comment on 'Noncommutative gauge theories and Lorentz symmetry,'" Phys. Rev. D 77 (2008) 048701 by Alfredo Iorio.
This paper studies multiplicative inflation: the complementary scaling of the state covariance in the ensemble Kalman filter (EnKF). Firstly, error sources in the EnKF are catalogued and discussed in relation to inflation; nonlinearity is…
Reply to the comment, cond-mat/0209398 by by N.W. Watkins, S.C. Chapman, and G. Rowlands
This paper derives the extended Kalman filter (EKF) for continuous-time systems on matrix Lie groups observed through discrete-time measurements. By modeling the system noise on the Lie algebra and adopting a Stratonovich interpretation for…
An Ensemble Kalman Filter (EnKF, the predictor) is used make a large change in the state, followed by a Particle Filer (PF, the corrector) which assigns importance weights to describe non-Gaussian distribution. The weights are obtained by…
We reply to the criticism raised by Volovik in his Comment (cond-mat/9805159) and by Hirschfeld et al. in their Comment (cond-mat/9806085).
comment on Phys. Rev. Lett. 103, 042302 (2009)