The Generalized Kalman Filter and application

2014 ◽  
pp. 289-291
Author(s):  
Ming-Zhan Zhao ◽  
Jie Yue ◽  
Qing-Lin Wang
Keyword(s):  
Kalman Filter ◽  
Generalized Kalman Filter

Changing Income Risk across the US Skill Distribution: Evidence from a Generalized Kalman Filter

2021 ◽  
Author(s):  
J. Carter Braxton ◽  
Kyle Herkenhoff ◽  
Jonathan Rothbaum ◽  
Lawrence Schmidt
Keyword(s):  
Kalman Filter ◽  
Income Risk ◽  
The Us ◽  
Generalized Kalman Filter

scholarly journals Data Assimilation Method, its Application and Stability

2019 ◽  
Vol 292 ◽  
pp. 03012
Author(s):  
Konstantin Belyaev ◽  
Andrey Kuleshov ◽  
Ilya Smirnov ◽  
Natalia Tuchkova
Keyword(s):  
Markov Chain ◽  
Kalman Filter ◽  
Data Assimilation ◽  
Dynamic System ◽  
Numerical Experiments ◽  
Sufficient Conditions ◽  
Ocean Model ◽  
The Stability ◽  
Necessary And Sufficient ◽  
Generalized Kalman Filter

The authors data assimilation method, namely, generalized Kalman filter (GKF) method, its application and stability is considered. The problem of stability of a dynamic system with data assimilation formulated for a sequence of random variables forming a Markov chain is considered. The stability formulation for this problem is suggested as the problem of the convergence of the corresponding Markov chain when the number of its members goes to infinity. Necessary and sufficient conditions of this convergence are proved. A number of numerical experiments with the specific dynamic system, namely with the ocean model circulation HYCOM and the GKF method are conducted and discussed. The stability of the GKF method was proofed.

scholarly journals Changing Income Risk across the US Skill Distribution: Evidence from a Generalized Kalman Filter

2021 ◽  
Author(s):  
J. Carter Braxton ◽  
Kyle Herkenhoff ◽  
Jonathan Rothbaum ◽  
Lawrence Schmidt
Keyword(s):  
Kalman Filter ◽  
Income Risk ◽  
The Us ◽  
Generalized Kalman Filter

Changing Income Risk across the US Skill Distribution: Evidence from a Generalized Kalman Filter

2021 ◽  
Author(s):  
John Braxton ◽  
Kyle Herkenhoff ◽  
Jonathan Rothbaum ◽  
Lawrence Schmidt
Keyword(s):  
Kalman Filter ◽  
Income Risk ◽  
The Us ◽  
Generalized Kalman Filter
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