Dimensional reduction for a Bayesian filter

DOI10.1073/PNAS.0406222101MaRDI QIDQ5460852zbMATH OpenOpenAlexWikidataFDO

Authors Paul J. Krause, Alexandre J. 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

Monte Carlo methods (65C05) Geophysics (86A99) Filtering in stochastic control theory (93E11)

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Cites work

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

Cited in

(21)

• Particle filtering with path sampling and an application to a bimodal ocean current model
• A new reduced-order adaptive filter for state estimation in high-dimensional systems
• Nested particle filters for online parameter estimation in discrete-time state-space Markov models
• Collision avoidance mechanism for symmetric circular formations of unitary mass autonomous vehicles at constant speed
• Implicit sampling, with application to data assimilation
• Smoothing and parameter estimation by soft-adherence to governing equations
• Blended particle methods with adaptive subspaces for filtering turbulent dynamical systems
• Mathematical test criteria for filtering complex systems: Plentiful observations
• Deterministic mean-field ensemble Kalman filtering
• On dimension reduction in Gaussian filters
• Blended particle filters for large-dimensional chaotic dynamical systems
• Comparison of sequential data assimilation methods for the Kuramoto-Sivashinsky equation
• Adaptive approximation of higher order posterior statistics
• Explicit off-line criteria for stable accurate time filtering of strongly unstable spatially extended systems
• Stable time filtering of strongly unstable spatially extended systems
• Filtering skill for turbulent signals for a suite of nonlinear and linear extended Kalman filters
• A random map implementation of implicit filters
• Filtering nonlinear spatio-temporal chaos with autoregressive linear stochastic models
• Uniform convergence over time of a nested particle filtering scheme for recursive parameter estimation in state-space Markov models
• Particle Filtering for Stochastic Navier--Stokes Signal Observed with Linear Additive Noise
• Mathematical strategies for filtering complex systems: Regularly spaced sparse observations

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