Topics in data assimilation: stochastic processes

DOI10.1016/J.PHYSD.2006.07.015MaRDI QIDQ2371189zbMATH OpenOpenAlexFDO

Authors Robert N. Miller

Publication date 29 June 2007

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physd.2006.07.015

zbMATH Keywords

data assimilationfilteringstochastic calculus

Mathematics Subject Classification ID

Applications of statistics (62P99) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic integrals (60H05)

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Cites work

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• A stochastic model of IndoPacific sea surface temperature anomalies
• A survey of numerical methods for stochastic differential equations
• Noise-induced transitions. Theory and applications in physics, chemistry, and biology
• Stochastic differential equations. An introduction with applications.
• Stochastic processes and filtering theory
• Stochastic tools in mathematics and science.

Cited in

(8)

• Continuous data assimilation with stochastically noisy data
• Stochastic data assimilation of the random shallow water model loads with uncertain experimental measurements
• Stochastic Transport in Upper Ocean Dynamics
• Dynamical criteria for the evolution of the stochastic dimensionality in flows with uncertainty
• Uncertainty estimation and prediction for interdisciplinary ocean dynamics
• Stochastic transport in upper ocean dynamics II, STUOD 2022. Proceedings of the 3rd workshop, London, UK, September 26--29, 2022
• Estimating parameters in stochastic systems: A variational Bayesian approach
• Stochastic transport in upper ocean dynamics III. STUOD 2023 workshop, Plouzané, France, September 25-28

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