Particle filtering in high-dimensional chaotic systems

DOI10.1063/1.4766595zbMath1319.37055arXiv1204.1360OpenAlexW3102871995WikidataQ39493490 ScholiaQ39493490MaRDI QIDQ2944667

Nishanth Lingala, Hoong Chieh Yeong, N. Sri Namachchivaya, Nicolas Perkowski

Publication date: 2 September 2015

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

Full work available at URL: https://arxiv.org/abs/1204.1360

Mathematics Subject Classification ID

Dynamical systems in fluid mechanics, oceanography and meteorology (37N10) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Approximation methods and numerical treatment of dynamical systems (37M99)

Related Items (5)

Random dynamical systems: addressing uncertainty, nonlinearity and predictability ⋮ Dimensional reduction in nonlinear filtering: a homogenization approach ⋮ Particle filters with nudging in multiscale chaotic systems: with application to the Lorenz '96 atmospheric model ⋮ Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering ⋮ Particle filtering of dynamical networks: Highlighting observability issues

Cites Work

• Implicit particle filters for data assimilation
• Fundamentals of stochastic filtering
• On Poisson equation and diffusion approximation. II.
• A computational strategy for multiscale systems with applications to Lorenz 96 model
• Dimensional reduction in nonlinear filtering
• Filtering nonlinear dynamical systems with linear stochastic models
• Stochastic partial differential equations and filtering of diffusion processes
• L² Diffusion Approximation for Slow Motion in Averaging
• A mathematical framework for stochastic climate models
• On the optimal filtering of diffusion processes
• Analysis of multiscale methods for stochastic differential equations

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