By Dr. Olivier Pannekoucke, profesor de la Universidad de Toulouse, Francia
Fecha seminario: 2021-10-21
The parametric Kalman filter (PKF) is a novel implementation of the Kalman filter (KF) which approximates the covariance dynamics by the parametric evolution of a covariance model all along the analysis and the forecast steps. In this talk we review the ideas behind this new approach and show some applications when the covariances are parameterized from the error variance and local anisotropy tensor