Solonen, Antti; Haario, Heikki; Hakkarainen, Janne; Auvinen, Harri; Amour, Idrissa; Kauranne, Tuomo Variational ensemble Kalman filtering using limited memory BFGS. (English) Zbl 1321.93060 ETNA, Electron. Trans. Numer. Anal. 39, 271-285 (2012). MSC: 93E11 65K10 15A29 PDFBibTeX XMLCite \textit{A. Solonen} et al., ETNA, Electron. Trans. Numer. Anal. 39, 271--285 (2012; Zbl 1321.93060) Full Text: EMIS
Auvinen, H.; Bardsley, J. M.; Haario, H.; Kauranne, T. The variational Kalman filter and an efficient implementation using limited memory BFGS. (English) Zbl 1197.65213 Int. J. Numer. Methods Fluids 64, No. 3, 314-335 (2010). MSC: 65Q10 65K05 90C06 90C30 90C53 39A50 PDFBibTeX XMLCite \textit{H. Auvinen} et al., Int. J. Numer. Methods Fluids 64, No. 3, 314--335 (2010; Zbl 1197.65213) Full Text: DOI
Auvinen, H.; Bardsley, J. M.; Haario, H.; Kauranne, T. Large-scale Kalman filtering using the limited memory BFGS method. (English) Zbl 1188.65084 ETNA, Electron. Trans. Numer. Anal. 35, 217-233 (2009). MSC: 65K10 93E11 65F30 PDFBibTeX XMLCite \textit{H. Auvinen} et al., ETNA, Electron. Trans. Numer. Anal. 35, 217--233 (2009; Zbl 1188.65084) Full Text: EuDML EMIS