Related papers: Reply to "Comment on 'Ensemble Kalman filter with …

We comment on the recent paper "Magnetic Percolation and the Phase Diagram of the disordered RKKY model." D.J. Priour and S. Das Sarma, Phys Rev. Lett.{\bf 97}, 127201 (2006); cond-mat/0606532)

The Kalman filter (KF) is one of the most widely used tools for data assimilation and sequential estimation. In this work, we show that the state estimates from the KF in a standard linear dynamical system setting are equivalent to those…

We show that the analysis presented in a recent comment by Coll and Ferrando \cite{comment} (qr-qc/0312058) is based on the erroneous assumption that the chemical potential and fractional concentration of a {\it mixture} of perfect fluids…

The filtering distribution in hidden Markov models evolves according to the law of a mean-field model in state-observation space. The ensemble Kalman filter (EnKF) approximates this mean-field model with an ensemble of interacting…

In the comment to the article by J.Baez and K.Krasnov (hep-th/9703112) are discussed some topics related with application of certain constructions to non-trivial principal bundles.

Although data assimilation originates from control theory, the relationship between modern data assimilation methods in geoscience and model predictive control has not been extensively explored. In the present paper, I discuss that the…

Many estimation problems in aerospace navigation and robotics involve measurements that depend on prior states. A prominent example is odometry, which measures the relative change between states over time. Accurately handling these…

The ensemble Kalman filter (EnKF) is a widely used methodology for state estimation in partial, noisily observed dynamical systems, and for parameter estimation in inverse problems. Despite its widespread use in the geophysical sciences,…

This is a comment to a letter by D. Mandal, K. Klymko and M. R. DeWeese published as Phys. Rev. Lett. 119, 258001 (2017).

We describe an application of the Invariant Extended Kalman Filter (IEKF) design methodology to the scan matching SLAM problem. We review the theoretical foundations of the IEKF and its practical interest of guaranteeing robustness to poor…

This report derives a generalized, converted measurement Kalman filter for the class of filtering problems with a linear state equation and nonlinear measurement equation, for which a bijective mapping exists between the state and…

A Comment on the Letter by Atsushi Ikeda and Kunimasa Miyazaki, [arXiv:1003.5472v2, Phys. Rev. Lett. 104, 255704 (2010)].

This is a comment on a paper by Gromov and Abanov [Phys. Rev. Lett. 114, 016802 (2015)]. We will show that there is an inconsistency which renders the results untenable.

Few real-world systems are amenable to truly Bayesian filtering; nonlinearities and non-Gaussian noises can wreak havoc on filters that rely on linearization and Gaussian uncertainty approximations. This article presents the Bayesian…

We reply to the comments on our previous paper Physical Review Letters, Vol. 129, 087001 (2022), raised by Th\'eo S\'epulcre, Serge Florens, and Izak Snyman in arXiv:2210.00742.

This paper presents a seamless algorithm for the application of the multilevel Monte Carlo (MLMC) method to the ensemble transform particle filter (ETPF). The algorithm uses a combination of optimal coupling transformations between coarse…

A reply to the comment by S. Friedemann et al. [arXiv:1207.0536] on our article [Phys. Rev. Lett. 106, 137002 (2011), arXiv:1012.0303].

Comment on the paper of T.Bachels, H. J. G\"{u}ntherodt and R.Sch\"{a}fer : "Melting of Isolated Tin Nanoparticles".

This is an addendum to the Reply Comment [Phys. Rev. Lett. 102, 139602 (2009), arXiv:0811.0518] to Comment [Phys. Rev. Lett. 102, 139601 (2009), arXiv:0810.4791] on Letter [Phys. Rev. Lett. 100, 116101 (2008), arXiv:0804.1898].

Invariant extended Kalman filter (InEKF) possesses excellent trajectory-independent property and better consistency compared to conventional extended Kalman filter (EKF). However, when applied to scenarios involving both global-frame and…