Gradient free descent: Shadowing, and state estimation using limited derivative information

DOI10.1016/J.PHYSD.2003.10.011zbMath1042.37021OpenAlexW2151554081WikidataQ58248318 ScholiaQ58248318MaRDI QIDQ1432912

Kevin Judd, Antje Weisheimer, Leonard A. Smith

Publication date: 22 June 2004

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physd.2003.10.011

zbMATH Keywords

state estimationshadowinggradient descent methodshigh-dimensional dynamical systemslimited information about model derivativesweather and climate models

Mathematics Subject Classification ID

Meteorology and atmospheric physics (86A10) Approximate trajectories (pseudotrajectories, shadowing, etc.) in smooth dynamics (37C50) Approximation methods and numerical treatment of dynamical systems (37M99)

Related Items (8)

Indistinguishable states. II: The imperfect model scenario ⋮ A guide to using shadowing filters for forecasting and state estimation ⋮ IMPROVED PARAMETER ESTIMATION FROM NOISY TIME SERIES FOR NONLINEAR DYNAMICAL SYSTEMS ⋮ Exploiting dynamical coherence: a geometric approach to parameter estimation in nonlinear models ⋮ Forecasting with imperfect models, dynamically constrained inverse problems, and gradient descent algorithms ⋮ Shadowing pseudo-orbits and gradient descent noise reduction ⋮ State Estimation and Forecasting of the Ski-Slope Model Using an Improved Shadowing Filter ⋮ Rising Above Chaotic Likelihoods

Cites Work

• Optimal shadowing and noise reduction
• Do numerical orbits of chaotic dynamical processes represent true orbits?
• Noise reduction schemes for chaotic time series
• Nonlinear state estimation, indistinguishable states, and the extended Kalman filter
• Statistics, probability and chaos. With discussion and a rejoinder by the author
• Indistinguishable states. II: The imperfect model scenario
• Noise Reduction of Chaotic Systems by Kalman Filtering and by Shadowing
• Shadowing of physical trajectories in chaotic dynamics: Containment and refinement
• Indistinguishable states. I: Pefect model scenario.

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