A reduced basis Kalman filter for parametrized partial differential equations

DOI10.1051/cocv/2015019zbMath1346.35245MaRDI QIDQ2994666

Bernard Haasdonk, Markus A. Dihlmann

Publication date: 3 August 2016

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/cocv/2015019

zbMATH Keywords

state estimation; error estimation; Kalman filter; partial differential equation; optimal filtering; parameter dependent; model order reduction; reduced-order filter

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

60G35: Signal detection and filtering (aspects of stochastic processes)

35R60: PDEs with randomness, stochastic partial differential equations

65G99: Error analysis and interval analysis