Particle filters with nudging in multiscale chaotic systems: with application to the Lorenz '96 atmospheric model

DOI10.1007/S00332-020-09616-XzbMath1448.60093OpenAlexW3007213720MaRDI QIDQ2190694

Yanyan Li

Publication date: 21 June 2020

Published in: Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00332-020-09616-x

zbMATH Keywords

stochastic optimal controlhomogenizationnonlinear filteringdata assimilationparticle filternudgingensemble Kalman filterLorenz '96

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Dynamic programming in optimal control and differential games (49L20) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20) Meteorology and atmospheric physics (86A10)

Related Items (4)

Approximation of the Filter Equation for Multiple Timescale, Correlated, Nonlinear Systems ⋮ Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering ⋮ Averaging principle for a stochastic coupled fast-slow atmosphere-ocean model ⋮ Weak and strong averaging principle for a stochastic coupled fast-slow atmosphere-ocean model with non-Lipschitz Lévy noise

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