Dimensional reduction for a Bayesian filter

DOI10.1073/pnas.0406222101zbMath1135.93377WikidataQ37589990 ScholiaQ37589990MaRDI QIDQ5460852

Paul Krause, Alexandre Joel Chorin

Publication date: 19 July 2005

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.0406222101

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

65C05: Monte Carlo methods

86A99: Geophysics

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Cites Work

• Approximate inertial manifolds for the Kuramoto-Sivashinsky equation: Analysis and computations
• Optimal prediction with memory
• Optimal prediction and the Mori–Zwanzig representation of irreversible processes
• Numerical Experiments on the Interaction Between the Large- and Small-Scale Motions of the Navier-Stokes Equations