Filtering nonlinear dynamical systems with linear stochastic models

DOI10.1088/0951-7715/21/6/008zbMath1147.93411OpenAlexW2100388526MaRDI QIDQ3507964

Andrew J. Majda, John Harlim

Publication date: 24 June 2008

Published in: Nonlinearity (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/c3ed4ff44f42a02478cf9667e34adefd7b5ccd0a

zbMATH Keywords

computational efficiencyKalman filtersfilter robustnessL-96 modelradical filtering approachrelatively low dimensional toy model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Probabilistic models, generic numerical methods in probability and statistics (65C20) Linear systems in control theory (93C05) Spectral and related methods applied to problems in solid mechanics (74S25) Stochastic systems in control theory (general) (93E03) Sequential estimation (62L12)

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Uses Software

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