Marc Bocquet, Karthik S. Gurumoorthy, Amit Apte, Alberto Carrassi, Colin Grudzien, Christopher K. R. T. Jones. Degenerate Kalman Filter Error Covariances and Their Convergence onto the Unstable Subspace. SIAM/ASA J. Uncertain. Quantification, 5(1):304-333, 2017. [doi]
@article{BocquetGACGJ17,
title = {Degenerate Kalman Filter Error Covariances and Their Convergence onto the Unstable Subspace},
author = {Marc Bocquet and Karthik S. Gurumoorthy and Amit Apte and Alberto Carrassi and Colin Grudzien and Christopher K. R. T. Jones},
year = {2017},
doi = {10.1137/16M1068712},
url = {https://doi.org/10.1137/16M1068712},
researchr = {https://researchr.org/publication/BocquetGACGJ17},
cites = {0},
citedby = {0},
journal = {SIAM/ASA J. Uncertain. Quantification},
volume = {5},
number = {1},
pages = {304-333},
}