On stochastic parameter estimation using data assimilation

DOI10.1016/J.PHYSD.2006.11.006MaRDI QIDQ2371199zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

parameter estimationcentral limit theoremdata assimilationstochastic differential equations

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Geostatistics (86A32) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cites work

• scientific article; zbMATH DE number 1639829 (Why is no real title available?)
• scientific article; zbMATH DE number 1639831 (Why is no real title available?)
• scientific article; zbMATH DE number 1639840 (Why is no real title available?)
• scientific article; zbMATH DE number 3942888 (Why is no real title available?)
• Asymptotic theory of mixing stochastic ordinary differential equations
• Deterministic Nonperiodic Flow
• Handbook of stochastic methods for physics, chemistry and natural sciences.
• Higher-order implicit strong numerical schemes for stochastic differential equations
• Noise-induced transitions. Theory and applications in physics, chemistry, and biology
• Numerical Treatment of Stochastic Differential Equations

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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