A Unified Control Theory Derivation of Discrete-Time Linear Ensemble Kalman Filters

arXiv:2604.16458 · eess.SY, cs.SY, math.OC, math.PR · Submitted 2026-04-08 · Read on arXiv

eess.SY, cs.SY, math.OC, math.PR

Submitted: 2026-04-08

Updated: 2026-09-17

Terminology

• Non-Gaussianity — 3× in this paper · explained in 2 episodes
• Adaptive Sampling — 2× in this paper · explained in 1 episode
• Ensemble Adjustment Kalman Filter — 2× in this paper
• Ensemble Transform Kalman Filter — 2× in this paper
• IEEE Conference on Decision and Control — 1× in this paper
• Objective Function — 1× in this paper · explained in 2 episodes
• Robustness — 1× in this paper · explained in 5 episodes
• Transformer — 1× in this paper · explained in 2 episodes
• Unified Framework — 1× in this paper · explained in 5 episodes

Sources

• Dual Filter: A Transformer-like Inference Architecture for Hidden Markov Models

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