Effective filtering for multiscale stochastic dynamical systems in Hilbert spaces (Q2308347): Difference between revisions
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Revision as of 06:40, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Effective filtering for multiscale stochastic dynamical systems in Hilbert spaces |
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Effective filtering for multiscale stochastic dynamical systems in Hilbert spaces (English)
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3 April 2020
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The author is concerned with effective filtering for a type of slow-fast data assimilation system in Hilbert spaces. The main results show that the original system can be reduced to a system on a random invariant manifold and that the nonlinear filtering of the original system can approximate that of the reduced system. A nice example completes these findings.
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multiscale systems in Hilbert spaces
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random invariant manifolds
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nonlinear filtering
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dimensional reduction
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