Kalman filter data assimilation: targeting observations and parameter estimation

DOI10.1063/1.4871916zbMATH Open1345.94011OpenAlexW2039176626WikidataQ30834475 ScholiaQ30834475MaRDI QIDQ2821577FDOQ2821577

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

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Mathematics Subject Classification ID

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

Cites Work

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

Cited In (13)

• A reduced order model based on Kalman filtering for sequential data assimilation of turbulent flows
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• 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 localization strategy for data assimilation; application to state estimation and parameter estimation
• A direct filter method for 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
• Title not available (Why is that?)
• 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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