Filtering skill for turbulent signals for a suite of nonlinear and linear extended Kalman filters
Publication:422963
DOI10.1016/j.jcp.2011.10.029zbMath1242.65019MaRDI QIDQ422963
Andrew J. Majda, Boris Gershgorin, Michal Branicki
Publication date: 18 May 2012
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://www.pure.ed.ac.uk/ws/files/18236467/Filtering_skill_for_turbulent_signals_for_a_suite_of_nonlinear_and_linear_extended_Kalman_filters.pdf
prediction; numerical examples; Lyapunov exponents; extended Kalman filter; data assimilation; model error; filtering turbulence; Gaussian closure filter; stochastic parameter estimation
62M20: Inference from stochastic processes and prediction
62F10: Point estimation
93E11: Filtering in stochastic control theory
65K10: Numerical optimization and variational techniques
93E10: Estimation and detection in stochastic control theory
Related Items
Uses Software
Cites Work
- Filtering a statistically exactly solvable test model for turbulent tracers from partial observations
- Low-dimensional chaotic dynamics versus intrinsic stochastic noise: a paradigm model
- Mathematical strategies for filtering complex systems: Regularly spaced sparse observations
- Fundamentals of stochastic filtering
- A nonlinear test model for filtering slow-fast systems
- Mathematical strategies for filtering turbulent dynamical systems
- Filtering a nonlinear slow-fast system with strong fast forcing
- Test models for improving filtering with model errors through stochastic parameter estimation
- Improving filtering and prediction of spatially extended turbulent systems with model errors through stochastic parameter estimation
- Quantifying predictability through information theory: small sample estimation in a non-Gaussian framework
- Efficient data assimilation for spatiotemporal chaos: a local ensemble transform Kalman filter
- Stochastic processes and filtering theory
- Mathematical test models for superparametrization in anisotropic turbulence
- Robust extended Kalman filtering for nonlinear systems with multiplicative noises
- Explicit off-line criteria for stable accurate time filtering of strongly unstable spatially extended systems
- Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems
- Estimating sudden changes of biases in linear dynamic systems
- Dimensional reduction for a Bayesian filter
- An applied mathematics perspective on stochastic modelling for climate
- Information Theory and Stochastics for Multiscale Nonlinear Systems
- Handbook of stochastic methods for physics, chemistry and natural sciences.
- Unnamed Item
- Unnamed Item
- Unnamed Item