A Limited-Memory Multiple Shooting Method for Weakly Constrained Variational Data Assimilation

DOI10.1137/15M1052706zbMath1351.62178OpenAlexW2553916271MaRDI QIDQ2834568

Wanting Xu, Mihai Anitescu

Publication date: 23 November 2016

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/15m1052706

zbMATH Keywords

stabilityobservabilitystate space modelsdata assimilationmultiple shooting

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

Related Items (1)

A parallel-in-time multiple shooting algorithm for large-scale PDE-constrained optimal control problems

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