Mathematical test criteria for filtering complex systems: Plentiful observations

DOI10.1016/J.JCP.2007.12.016zbMath1132.93347OpenAlexW2162338147MaRDI QIDQ2482171

John Harlim, Andrew J. Majda, Emilio Castronovo

Publication date: 16 April 2008

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2007.12.016

zbMATH Keywords

turbulenceKalman filterfinite differencedata assimilation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (11)

Hierarchical sparse observation models and informative prior for Bayesian inference of spatially varying parameters ⋮ Numerical strategies for filtering partially observed stiff stochastic differential equations ⋮ Filtering a statistically exactly solvable test model for turbulent tracers from partial observations ⋮ Filtering nonlinear spatio-temporal chaos with autoregressive linear stochastic models ⋮ Mathematical strategies for filtering complex systems: Regularly spaced sparse observations ⋮ Information theory and dynamical system predictability ⋮ Reduced one-dimensional models for wave turbulence system ⋮ 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 ⋮ Multi-model communication and data assimilation for mitigating model error and improving forecasts ⋮ Recovering the Eulerian energy spectrum from noisy Lagrangian tracers

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Mathematical strategies for filtering complex systems: Regularly spaced sparse observations
• Kalman filtering with real-time applications
• Statistical and computational inverse problems.
• Quantifying predictability through information theory: small sample estimation in a non-Gaussian framework
• Stochastic processes and filtering theory
• Explicit off-line criteria for stable accurate time filtering of strongly unstable spatially extended systems
• Stable time filtering of strongly unstable spatially extended systems
• Filtering nonlinear dynamical systems with linear stochastic models
• Observability of Discretized Partial Differential Equations
• Dimensional reduction for a Bayesian filter
• Information Theory and Stochastics for Multiscale Nonlinear Systems
• Handbook of stochastic methods for physics, chemistry and natural sciences.

This page was built for publication: Mathematical test criteria for filtering complex systems: Plentiful observations