Analysis of the 3DVAR filter for the partially observed Lorenz '63 model

DOI10.3934/dcds.2014.34.1061zbMath1283.62194arXiv1212.4923OpenAlexW2041354515MaRDI QIDQ379784

Abhishek Shukla, Andrew M. Stuart, Kody J. H. Law

Publication date: 11 November 2013

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.4923

zbMATH Keywords

stochastic dynamicssynchronizationdata assimilation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10)

Related Items (18)

Filter accuracy for the Lorenz 96 model: fixed versus adaptive observation operators ⋮ Operator-theoretic framework for forecasting nonlinear time series with kernel analog techniques ⋮ Dynamically learning the parameters of a chaotic system using partial observations ⋮ Almost Sure Error Bounds for Data Assimilation in Dissipative Systems with Unbounded Observation Noise ⋮ A framework for machine learning of model error in dynamical systems ⋮ Quantum Mechanics for Closure of Dynamical Systems ⋮ Uniform-in-Time Error Estimates for the Postprocessing Galerkin Method Applied to a Data Assimilation Algorithm ⋮ Observers for Compressible Navier--Stokes Equation ⋮ Delay-coordinate maps, coherence, and approximate spectra of evolution operators ⋮ Data assimilation using noisy time-averaged measurements ⋮ Data assimilation algorithm for 3D Bénard convection in porous media employing only temperature measurements ⋮ Reproducing kernel Hilbert space compactification of unitary evolution groups ⋮ Long-Time Asymptotics of the Filtering Distribution for Partially Observed Chaotic Dynamical Systems ⋮ On concentration properties of partially observed chaotic systems ⋮ Parameter estimation for a chaotic dynamical system with partial observations ⋮ Delay-coordinate maps and the spectra of Koopman operators ⋮ A Discrete Data Assimilation Scheme for the Solutions of the Two-Dimensional Navier--Stokes Equations and Their Statistics ⋮ Ergodicity and accuracy of optimal particle filters for Bayesian data assimilation

Uses Software

• EnKF
• RODES

Cites Work

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• Data Assimilation

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