Research Article
Estimation of Spatially Varying Parameters with Application to Hyperbolic SPDES
Figure 5
Plots for velocity parameters for the first three parameters in obtained using KBF and EnKBF and run for time steps and Metropolis-Hastings cycles. The number of particles used for EnKBF is , the time step size used in both filters is , , and grid points are used. The plots indicate that the estimates, for both filters, converge after about iterations.
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