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

DOI10.1016/j.jcp.2012.11.028zbMath1286.93173OpenAlexW2038726092WikidataQ57427597 ScholiaQ57427597MaRDI QIDQ2449795

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

data assimilationmodel errorAR(p)-filteroptimal multistep filter

Mathematics Subject Classification ID

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

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