Browsing Theses by Subject "non-linear filtering"
Now showing items 1-1 of 1
-
A Comparative Study of the Particle Filter and the Ensemble Kalman Filter
(University of Waterloo, 2009-07-06)Non-linear Bayesian estimation, or estimation of the state of a non-linear stochastic system from a set of indirect noisy measurements is a problem encountered in several fields of science. The particle filter and the ...