Effective filtering for multiscale stochastic dynamical systems in Hilbert spaces (Q2308347)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Effective filtering for multiscale stochastic dynamical systems in Hilbert spaces |
scientific article |
Statements
Effective filtering for multiscale stochastic dynamical systems in Hilbert spaces (English)
0 references
3 April 2020
0 references
The author is concerned with effective filtering for a type of slow-fast data assimilation system in Hilbert spaces. The main results show that the original system can be reduced to a system on a random invariant manifold and that the nonlinear filtering of the original system can approximate that of the reduced system. A nice example completes these findings.
0 references
multiscale systems in Hilbert spaces
0 references
random invariant manifolds
0 references
nonlinear filtering
0 references
dimensional reduction
0 references
0 references
0 references
0 references
0 references