Explicit off-line criteria for stable accurate time filtering of strongly unstable spatially extended systems
From MaRDI portal
Publication:3502497
DOI10.1073/pnas.0610077104zbMath1135.93378WikidataQ35611657 ScholiaQ35611657MaRDI QIDQ3502497
Andrew J. Majda, Marcus J. Grote
Publication date: 23 May 2008
Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1073/pnas.0610077104
observability; Kalman filter; Courant-Friedrichs-Lewy condition; stable filter; unstable finite differences
62C10: Bayesian problems; characterization of Bayes procedures
93E11: Filtering in stochastic control theory
Related Items
Accuracy of Some Approximate Gaussian Filters for the Navier--Stokes Equation in the Presence of Model Error, Dynamic Stochastic Superresolution of sparsely observed turbulent systems, Filtering skill for turbulent signals for a suite of nonlinear and linear extended Kalman filters, Numerical strategies for filtering partially observed stiff stochastic differential equations, Filtering a statistically exactly solvable test model for turbulent tracers from partial observations, Mathematical strategies for filtering complex systems: Regularly spaced sparse observations, 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, A new data assimilation technique based on ensemble Kalman filter and Brownian bridges: an application to Richards' equation, Hierarchical sparse observation models and informative prior for Bayesian inference of spatially varying parameters, Multi-model communication and data assimilation for mitigating model error and improving forecasts, Mathematical test criteria for filtering complex systems: Plentiful observations, Challenges in Climate Science and Contemporary Applied Mathematics, Mathematical test models for superparametrization in anisotropic turbulence
Cites Work