On stochastic parameter estimation using data assimilation
DOI10.1016/J.PHYSD.2006.11.006zbMATH Open1113.62141OpenAlexW1982135483MaRDI QIDQ2371199FDOQ2371199
Authors: James A. Hansen, Cécile Penland 
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.2006.11.006
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- Handbook of stochastic methods for physics, chemistry and natural sciences.
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Cited In (20)
- Approximation of the numerical simulation in conjunction with one data assimilation method by stochastic process of Ornstein-Uhlenbeck type
- A hybrid data assimilation scheme for model parameter estimation: application to morphodynamic modelling
- State and parameter estimation in stochastic dynamical models
- A cost-function approach to the assimilation of asynoptic data
- Stochastic modeling and statistical calibration with model error and scarce data
- Recovering critical parameter for nonlinear Allen–Cahn equation by fully discrete continuous data assimilation algorithms *
- Continuous data assimilation with stochastically noisy data
- Sampling the posterior: an approach to non-Gaussian data assimilation
- An iterative particle filter approach for coupled hydro-geophysical inversion of a controlled infiltration experiment
- The parameter Houlihan: a solution to high-throughput identifiability indeterminacy for brutally ill-posed problems
- Automatic Parameter Estimation in a Mesoscale Model Without Ensembles
- Stochastic parametrization with VARX processes
- A Defensive Marginal Particle Filtering Method for Data Assimilation
- Estimating parameters in stochastic systems: A variational Bayesian approach
- Parameter sampling capabilities of sequential and simultaneous data assimilation: I. Analytical comparison
- Parameter sampling capabilities of sequential and simultaneous data assimilation: II. Statistical analysis of numerical results
- A bimodality trap in model projections
- On instabilities in data assimilation algorithms
- Data assimilation for a multiscale stochastic dynamical system with Gaussian noise
- The ensemble Kalman filter for multidimensional bioeconomic models
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