Particle filtering with path sampling and an application to a bimodal ocean current model
From MaRDI portal
Publication:1028241
DOI10.1016/j.jcp.2009.02.033zbMath1165.76045OpenAlexW2030220471MaRDI QIDQ1028241
Publication date: 30 June 2009
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2009.02.033
Hydrology, hydrography, oceanography (86A05) Stochastic analysis applied to problems in fluid mechanics (76M35) Computational methods for problems pertaining to geophysics (86-08)
Related Items (8)
Improved distributed particle filters for tracking in a wireless sensor network ⋮ Adaptive Meshfree Backward SDE Filter ⋮ Improved particle filters for multi-target tracking ⋮ A random map implementation of implicit filters ⋮ Lévy Backward SDE Filter for Jump Diffusion Processes and Its Applications in Material Sciences ⋮ Multilevel ensemble Kalman filtering for spatio-temporal processes ⋮ Particle Filtering for Stochastic Navier--Stokes Signal Observed with Linear Additive Noise ⋮ Tracking rapid intracellular movements: a Bayesian random set approach
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Markov chains and stochastic stability
- Accelerated Monte Carlo for optimal estimation of time series
- Conditional path sampling of SDEs and the Langevin MCMC method
- Following a Moving Target—Monte Carlo Inference for Dynamic Bayesian Models
- Sequential Monte Carlo Methods for Dynamic Systems
- Conditional Expectations and Renormalization
- Dimensional reduction for a Bayesian filter
This page was built for publication: Particle filtering with path sampling and an application to a bimodal ocean current model