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A Kalman Filter Primerby R. L. Eubank

✍ Scribed by Review by: David S. Watkins


Book ID
124944461
Publisher
Society for Industrial and Applied Mathematics
Year
2006
Tongue
English
Weight
303 KB
Volume
48
Category
Article
ISSN
0036-1445

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## Abstract The ensemble Kalman filter (EnKF) can be interpreted in the more general context of linear regression theory. The recursive filter equations are equivalent to the normal equations for a weighted least‐squares estimate that minimizes a quadratic functional. Solving the normal equations i