Mathematical test criteria for filtering complex systems: Plentiful observations
From MaRDI portal
Publication:2482171
DOI10.1016/j.jcp.2007.12.016zbMath1132.93347MaRDI QIDQ2482171
John Harlim, Andrew J. Majda, Emilio Castronovo
Publication date: 16 April 2008
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2007.12.016
93E11: Filtering in stochastic control theory
Related Items
Filtering nonlinear spatio-temporal chaos with autoregressive linear stochastic models, Numerical strategies for filtering partially observed stiff stochastic differential equations, Filtering a statistically exactly solvable test model for turbulent tracers from partial observations, Information theory and dynamical system predictability, Mathematical strategies for filtering complex systems: Regularly spaced sparse observations, Test models for improving filtering with model errors through stochastic parameter estimation, Improving filtering and prediction of spatially extended turbulent systems with model errors through stochastic parameter estimation, Recovering the Eulerian energy spectrum from noisy Lagrangian tracers, Hierarchical sparse observation models and informative prior for Bayesian inference of spatially varying parameters, Reduced one-dimensional models for wave turbulence system, Multi-model communication and data assimilation for mitigating model error and improving forecasts
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Mathematical strategies for filtering complex systems: Regularly spaced sparse observations
- Kalman filtering with real-time applications
- Statistical and computational inverse problems.
- Quantifying predictability through information theory: small sample estimation in a non-Gaussian framework
- Stochastic processes and filtering theory
- Explicit off-line criteria for stable accurate time filtering of strongly unstable spatially extended systems
- Stable time filtering of strongly unstable spatially extended systems
- Filtering nonlinear dynamical systems with linear stochastic models
- Observability of Discretized Partial Differential Equations
- Dimensional reduction for a Bayesian filter
- Information Theory and Stochastics for Multiscale Nonlinear Systems
- Handbook of stochastic methods for physics, chemistry and natural sciences.