Open AccessModel Error Estimation Using the Expectation Maximization Algorithm and a Particle Flow Filter
Author(s) -
Magdalena Lucini,
Peter Jan van Leeuwen,
Manuel Pulido
Publication year - 2021
Publication title -
siam/asa journal on uncertainty quantification
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.094
H-Index - 29
ISSN - 2166-2525
DOI - 10.1137/19m1297300
Subject(s) - particle filter , covariance , expectation–maximization algorithm , kalman filter , state space representation , algorithm , computer science , state space , estimation , mathematics , maximum likelihood , artificial intelligence , statistics , engineering , systems engineering
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