Optimal filtering of complex turbulent systems with memory depth through consistency constraints

DOI10.1016/J.JCP.2012.11.028MaRDI QIDQ2449795zbMATH OpenOpenAlexWikidataFDO

Authors Eugenia S. Bakunova, John Harlim

Publication date 12 May 2014

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL http://www.lib.ncsu.edu/resolver/1840.16/7972

zbMATH Keywords

AR(p)-filterdata assimilationmodel erroroptimal multistep filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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(6)

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• Quantifying Bayesian filter performance for turbulent dynamical systems through information theory
• Linear theory for filtering nonlinear multiscale systems with model error
• An algebraic method for constructing stable and consistent autoregressive filters

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