Mathematical test criteria for filtering complex systems: Plentiful observations

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

zbMATH Keywords

turbulence; Kalman filter; finite difference; data assimilation

Mathematics Subject Classification ID

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

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