Effective filtering for multiscale stochastic dynamical systems in Hilbert spaces (Q2308347)
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scientific article; zbMATH DE number 7184960
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| English | Effective filtering for multiscale stochastic dynamical systems in Hilbert spaces |
scientific article; zbMATH DE number 7184960 |
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Effective filtering for multiscale stochastic dynamical systems in Hilbert spaces (English)
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3 April 2020
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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.
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multiscale systems in Hilbert spaces
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random invariant manifolds
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nonlinear filtering
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dimensional reduction
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0.8793900609016418
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0.8606773018836975
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0.831032395362854
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0.7851504683494568
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0.7819663882255554
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