Dimensional reduction in nonlinear filtering
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Averaging method for ordinary differential equations (34C29) PDEs with randomness, stochastic partial differential equations (35R60) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Averaging of perturbations for nonlinear problems in mechanics (70K65)
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(24)- Asymptotic expansion in nonlinear filtering with homogenization
- Random dynamical systems: addressing uncertainty, nonlinearity and predictability
- Stochastic filtering for multiscale stochastic reaction networks based on hybrid approximations
- Effective filtering for multiscale stochastic dynamical systems driven by Lévy processes
- Particle filters with nudging in multiscale chaotic systems: with application to the Lorenz '96 atmospheric model
- Effective filtering for multiscale stochastic dynamical systems in Hilbert spaces
- Optimal control of multiscale systems using reduced-order models
- Particle filtering in high-dimensional chaotic systems
- Filtering for fast mean-reverting processes
- Particle filters in a multiscale environment: with application to the Lorenz-96 atmospheric model
- Data assimilation and parameter estimation for a multiscale stochastic system with \(\alpha \)-stable Lévy noise
- Dimensional reduction in nonlinear filtering: a homogenization approach
- Effective filtering on a random slow manifold
- Dimension reduction in statistical estimation of partially observed multiscale processes
- Nonlinear filters for hidden Markov models of regime change with fast mean-reverting states
- Convergence of nonlinear filterings for stochastic dynamical systems with Lévy noises
- Approximation of the Filter Equation for Multiple Timescale, Correlated, Nonlinear Systems
- Filtering the Maximum Likelihood for Multiscale Problems
- Linear theory for filtering nonlinear multiscale systems with model error
- Multi-Dimensional Filtering: Reducing the Dimension Through Rotation
- Data assimilation for a multiscale stochastic dynamical system with Gaussian noise
- Dimensional reduction for a Bayesian filter
- Effective reduction for a nonlocal Zakai stochastic partial differential equation in data assimilation
- Effective filtering for slow-fast systems via Wong-Zakai approximation
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