@article{Reich2011,
  author    = {Reich, Sebastian},
  title     = {A dynamical systems framework for intermittent data assimilation},
  series = {BIT : numerical mathematics ; the leading applied mathematics journal for all computational mathematicians},
  volume    = {51},
  journal   = {BIT : numerical mathematics ; the leading applied mathematics journal for all computational mathematicians},
  number    = {1},
  publisher = {Springer},
  address   = {Dordrecht},
  issn      = {0006-3835},
  doi       = {10.1007/s10543-010-0302-4},
  pages     = {235 -- 249},
  year      = {2011},
  abstract  = {We consider the problem of discrete time filtering (intermittent data assimilation) for differential equation models and discuss methods for its numerical approximation. The focus is on methods based on ensemble/particle techniques and on the ensemble Kalman filter technique in particular. We summarize as well as extend recent work on continuous ensemble Kalman filter formulations, which provide a concise dynamical systems formulation of the combined dynamics-assimilation problem. Possible extensions to fully nonlinear ensemble/particle based filters are also outlined using the framework of optimal transportation theory.},
  language  = {en}
}