Kalman filter data assimilation: Targeting observations and parameter estimation
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Publication:2821577
DOI10.1063/1.4871916zbMath1345.94011OpenAlexW2039176626WikidataQ30834475 ScholiaQ30834475MaRDI QIDQ2821577
Eric J. Kostelich, Thomas Bellsky, A. S. Makhalov
Publication date: 21 September 2016
Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2286/R.I.25604
Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
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Cites Work
- Estimation, control, and the discrete Kalman filter
- State and parameter estimation in stochastic dynamical models
- Efficient data assimilation for spatiotemporal chaos: a local ensemble transform Kalman filter
- On the Inverse of the Sum of Matrices
- Deterministic Nonperiodic Flow
- Data assimilation as a nonlinear dynamical systems problem: Stability and convergence of the prediction-assimilation system
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