Interpolating irregularly spaced observations for filtering turbulent complex systems

DOI10.1137/100800427MaRDI QIDQ3116451zbMATH OpenOpenAlexWikidataFDO

Authors John Harlim

Publication date 23 February 2012

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/2c51788de5b63beef5da25dd6b5df386e72a5c4e

zbMATH Keywords

Kalman filterdata assimilationinterpolationsirregularly spaced observation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Numerical computation using splines (65D07) Filtering in stochastic control theory (93E11) Sequential estimation (62L12) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Recommendations

• Mathematical strategies for filtering complex systems: Regularly spaced sparse observations
• Filtering nonlinear dynamical systems with linear stochastic models
• Filtering complex turbulent systems.
• Blended particle methods with adaptive subspaces for filtering turbulent dynamical systems
• Spectral filtering of interpolant observables for a discrete-in-time downscaling data assimilation algorithm

Cited in

(6)

• Data resampling: An approach for improving characterization of complex dynamics from noisy interspike intervals
• Filtering a nonlinear slow-fast system with strong fast forcing
• Filtering nonlinear spatio-temporal chaos with autoregressive linear stochastic models
• Dynamic Stochastic Superresolution of sparsely observed turbulent systems
• A fast tunable blurring algorithm for scattered data
• Mathematical strategies for filtering complex systems: Regularly spaced sparse observations

Describes a project that uses

Uses Software

• EnKF

This page was built for publication: Interpolating irregularly spaced observations for filtering turbulent complex systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3116451)