Effective filtering analysis for non-Gaussian dynamic systems

DOI10.1007/s00245-018-9552-3zbMath1470.60172arXiv1803.07380OpenAlexW2963599682WikidataQ128648014 ScholiaQ128648014MaRDI QIDQ2019997

Yanjie Zhang, Huijie Qiao, Jin-qiao Duan

Publication date: 22 April 2021

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.07380

zbMATH Keywords

data assimilationZakai equationnon-Gaussian noise\(\alpha\)-stable noiserandom invariant manifold

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Invariant manifold theory for dynamical systems (37D10) Systems with slow and fast motions for nonlinear problems in mechanics (70K70)

Related Items (3)

Convergence of nonlinear filterings for stochastic dynamical systems with Lévy noises ⋮ Effective filtering for multiscale stochastic dynamical systems driven by Lévy processes ⋮ Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises

Uses Software

• EnKF

Cites Work

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