Topics in data assimilation: stochastic processes

DOI10.1016/J.PHYSD.2006.07.015zbMATH Open1113.62151OpenAlexW2032554357MaRDI QIDQ2371189FDOQ2371189

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

Recommendations

• The dynamical-stochastic approach in the data assimilation problem
• Data assimilation. Making sense of observations.
• Dynamic Data Assimilation
• Approximation of the numerical simulation in conjunction with one data assimilation method by stochastic process of Ornstein-Uhlenbeck type
• A data assimilation method in a numerical model and its approximation by a stochastic diffusion process.

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)

Cites Work

• Stochastic processes and filtering theory
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic differential equations. An introduction with applications.
• Title not available (Why is that?)
• Title not available (Why is that?)
• A survey of numerical methods for stochastic differential equations
• Title not available (Why is that?)
• Noise-induced transitions. Theory and applications in physics, chemistry, and biology
• Title not available (Why is that?)
• Stochastic tools in mathematics and science.
• A stochastic model of IndoPacific sea surface temperature anomalies

Cited In (6)

• 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
• Estimating parameters in stochastic systems: A variational Bayesian approach
• Uncertainty estimation and prediction for interdisciplinary ocean dynamics

This page was built for publication: Topics in data assimilation: stochastic processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2371189)