Kalman filter data assimilation: targeting observations and parameter estimation

DOI10.1063/1.4871916MaRDI QIDQ2821577zbMATH OpenOpenAlexWikidataFDO

Authors Thomas Bellsky, Eric J. Kostelich, Alex Mahalov

Publication date 21 September 2016

Published in Chaos (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2286/R.I.25604

Mathematics Subject Classification ID

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

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Cites work

• Data assimilation as a nonlinear dynamical systems problem: stability and convergence of the prediction-assimilation system
• Deterministic Nonperiodic Flow
• Efficient data assimilation for spatiotemporal chaos: a local ensemble transform Kalman filter
• Estimation, control, and the discrete Kalman filter
• On the Inverse of the Sum of Matrices
• State and parameter estimation in stochastic dynamical models

Cited in

(13)

• A reduced order model based on Kalman filtering for sequential data assimilation of turbulent flows
• Data Assimilation
• A shadowing-based inflation scheme for ensemble data assimilation
• Feasibility of DEIM for retrieving the initial field via dimensionality reduction
• Optimal strategies for the control of autonomous vehicles in data assimilation
• A direct filter method for parameter estimation
• A localization strategy for data assimilation; application to state estimation and parameter estimation
• On stochastic parameter estimation using data assimilation
• Estimating model parameters for an impact-produced shock-wave simulation: Optimal use of partial data with the extended Kalman filter
• scientific article; zbMATH DE number 1489863 (Why is no real title available?)
• Adaptive observations in ensemble data assimilation
• Combining geostatistics and Kalman filtering for data assimilation in an estuarine system
• Analyzing the effects of observation function selection in ensemble Kalman filtering for epidemic models

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