Topics in data assimilation: stochastic processes

DOI10.1016/j.physd.2006.07.015zbMath1113.62151OpenAlexW2032554357MaRDI QIDQ2371189

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

stochastic calculusfilteringdata assimilation

Mathematics Subject Classification ID

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

Related Items (2)

Estimating parameters in stochastic systems: A variational Bayesian approach ⋮ Dynamical criteria for the evolution of the stochastic dimensionality in flows with uncertainty

Cites Work

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