Linear theory for filtering nonlinear multiscale systems with model error

DOI10.1098/rspa.2014.0168zbMath1371.60068arXiv1311.1831OpenAlexW3099446425WikidataQ51069230 ScholiaQ51069230MaRDI QIDQ5362268

Tyrus Berry, John Harlim

Publication date: 29 September 2017

Published in: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.1831

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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