A reduced basis Kalman filter for parametrized partial differential equations

DOI10.1051/cocv/2015019zbMath1346.35245OpenAlexW2313082927MaRDI QIDQ2994666

Bernard Haasdonk, Markus A. Dihlmann

Publication date: 3 August 2016

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/cocv/2015019

zbMATH Keywords

state estimationerror estimationKalman filterpartial differential equationoptimal filteringparameter dependentmodel order reductionreduced-order filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) PDEs with randomness, stochastic partial differential equations (35R60) Error analysis and interval analysis (65G99)

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