Data assimilation algorithm for evolution equations based on discrete-time observation
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Cites work
- A discrete data assimilation algorithm for the three dimensional planetary geostrophic equations of large-scale ocean circulation
- A discrete data assimilation scheme for the solutions of the two-dimensional Navier-Stokes equations and their statistics
- Almost sure error bounds for data assimilation in dissipative systems with unbounded observation noise
- Almost sure exponential stability of stochastic differential delay equations
- Almost Sure Exponential Stabilization by Discrete-Time Stochastic Feedback Control
- Asymptotic behaviour of two–dimensional Navier–Stokes equations with delays
- Attractors for 2D-Navier-Stokes models with delays
- Continuous data assimilation algorithm for the two dimensional Cahn-Hilliard-Navier-Stokes system
- Continuous data assimilation and feedback control of fractional reaction-diffusion equations
- Continuous data assimilation for the three-dimensional planetary geostrophic equations of large-scale ocean circulation
- Continuous data assimilation using general interpolant observables
- Continuous data assimilation with stochastically noisy data
- Data assimilation using time-delay nudging in the presence of Gaussian noise
- Data assimilation with model error: analytical and computational study for sabra shell model
- Feedback control of Navier-Stokes-Voigt equations by finite determining parameters
- Feedback control of nonlinear dissipative systems by finite determining parameters -- a reaction-diffusion paradigm
- Feedback stabilization of Navier–Stokes equations
- Global stabilization of the Navier-Stokes-voight and the damped nonlinear wave equations by finite number of feedback controllers
- scientific article; zbMATH DE number 194032 (Why is no real title available?)
- Navier-Stokes equations and turbulence
- Nonlinear Schrödinger evolution equations
- Nonlinear stability and ergodicity of ensemble based Kalman filters
- Nonlinear stability of the ensemble Kalman filter with adaptive covariance inflation
- On a criterion for locating stable stationary solutions to the Navier-Stokes equations
- Stochastic Differential Equations with Markovian Switching
- Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time
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