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On the mathematical theory of ensemble (linear-Gaussian) Kalman–Bucy filtering.

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Title: On the mathematical theory of ensemble (linear-Gaussian) Kalman–Bucy filtering.
Authors: Bishop, Adrian N.1,2, adrian.bishop@uts.edu.au, Del Moral, Pierre3
Source: Mathematics of Control, Signals & Systems; Dec2023, Vol. 35 Issue 4, p835-903, 69p
Database: Applied Science & Technology Source
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        Value: 10.1007/s00498-023-00357-2
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        Text: English
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              Text: Dec2023
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