Particle filters with nudging in multiscale chaotic systems: with application to the Lorenz '96 atmospheric model

DOI10.1007/s00332-020-09616-xzbMath1448.60093OpenAlexW3007213720MaRDI QIDQ2190694

Yanyan Li

Publication date: 21 June 2020

Published in: Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00332-020-09616-x

zbMATH Keywords

stochastic optimal controlhomogenizationnonlinear filteringdata assimilationparticle filternudgingensemble Kalman filterLorenz '96

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Dynamic programming in optimal control and differential games (49L20) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20) Meteorology and atmospheric physics (86A10)

Related Items (4)

Approximation of the Filter Equation for Multiple Timescale, Correlated, Nonlinear Systems ⋮ Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering ⋮ Averaging principle for a stochastic coupled fast-slow atmosphere-ocean model ⋮ Weak and strong averaging principle for a stochastic coupled fast-slow atmosphere-ocean model with non-Lipschitz Lévy noise

Cites Work

• Dimensional reduction in nonlinear filtering: a homogenization approach
• Efficient nonlinear data-assimilation in geophysical fluid dynamics
• Particle approximations for a class of stochastic partial differential equations
• Fundamentals of stochastic filtering
• Exit probabilities and optimal stochastic control
• A computational strategy for multiscale systems with applications to Lorenz 96 model
• Numerical techniques for multi-scale dynamical systems with stochastic effects
• Particle filtering in high-dimensional chaotic systems
• Dimensional reduction in nonlinear filtering
• Filtering nonlinear dynamical systems with linear stochastic models
• A PROBLEM IN STOCHASTIC AVERAGING OF NONLINEAR FILTERS
• Ergodic theory of chaos and strange attractors
• Deterministic Nonperiodic Flow
• A mathematical framework for stochastic climate models
• Path integrals and symmetry breaking for optimal control theory
• On the Differential Equations Satisfied by Conditional Probablitity Densities of Markov Processes, with Applications
• On the optimal filtering of diffusion processes
• Analysis of multiscale methods for stochastic differential equations
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Particle filters with nudging in multiscale chaotic systems: with application to the Lorenz '96 atmospheric model