Title
The Ensemble Kalman Filter: A Signal Processing Perspective.
Abstract
The ensemble Kalman filter (EnKF) is a Monte Carlo-based implementation of the Kalman filter (KF) for extremely high-dimensional, possibly nonlinear, and non-Gaussian state estimation problems. Its ability to handle state dimensions in the order of millions has made the EnKF a popular algorithm in different geoscientific disciplines. Despite a similarly vital need for scalable algorithms in signal processing, e.g., to make sense of the ever increasing amount of sensor data, the EnKF is hardly discussed in our field.
Year
DOI
Venue
2017
10.1186/s13634-017-0492-x
EURASIP J. Adv. Sig. Proc.
DocType
Volume
Issue
Journal
abs/1702.08061
1
ISSN
Citations 
PageRank 
EURASIP J. Adv. Signal Process. (2017) 2017: 56
4
0.57
References 
Authors
9
4
Name
Order
Citations
PageRank
Michael Roth140.57
Gustaf Hendeby221621.37
Carsten Fritsche315714.72
Fredrik Gustafsson42287281.33