A survey of numerical methods for nonlinear filtering problems

Novel approach to nonlinear/non-Gaussian Bayesian state estimation

Neil Gordon, David Salmond, A. F. M. Smith · IEE Proceedings F Radar and Signal Processing · 1993 · 7.6K citations

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New Results in Linear Filtering and Prediction Theory

R. E. Kalman, R. S. Bucy · Journal of Basic Engineering · 1961 · 6.3K citations

Natural Sciences, Mathematics, Dynamical Systems +16

Sequential data assimilation with a nonlinear quasi‐geostrophic model using Monte Carlo methods to forecast error statistics

Geir Evensen · Journal of Geophysical Research Atmospheres · 1994 · 5.5K citations · Full text

Natural Sciences, Earth Sciences, Oceanography +17

Data Assimilation Using an Ensemble Kalman Filter Technique

P. L. Houtekamer, Herschel L. Mitchell · Monthly Weather Review · 1998 · 1.9K citations · Full text

Natural Sciences, Earth Sciences, Meteorology +17

Analysis Scheme in the Ensemble Kalman Filter

Gerrit Burgers, Peter Jan van Leeuwen, Geir Evensen · Monthly Weather Review · 1998 · 1.9K citations · Full text

Computing, Earth Sciences, Stochastic Modeling +12