Particle filters in a multiscale environment: with application to the Lorenz-96 atmospheric model

DOI10.1142/S0219493711003450MaRDI QIDQ3174009zbMATH OpenFDO

Authors Hoong C. Yeong, Jun Hyun Park, N. Sri Namachchivaya

Publication date 11 October 2011

Published in Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

applicationnonlinear filteringLorenz-96 modelstochastic dimensional reduction

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Signal detection and filtering (aspects of stochastic processes) (60G35) Averaging method for ordinary differential equations (34C29) Dynamical systems in fluid mechanics, oceanography and meteorology (37N10)

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Cites work

• A PROBLEM IN STOCHASTIC AVERAGING OF NONLINEAR FILTERS
• A computational strategy for multiscale systems with applications to Lorenz 96 model
• A survey of numerical methods for nonlinear filtering problems
• Application of Girsanov theorem to particle filtering of discretely observed continuous-time non-linear systems
• Convergence of a Branching Particle Method to the Solution of the Zakai Equation
• Dimensional reduction in nonlinear filtering
• Nonlinear filtering and measure-valued processes
• Numerical techniques for multi-scale dynamical systems with stochastic effects
• Particle Filters for Partially Observed Diffusions
• Particle approximations for a class of stochastic partial differential equations
• Random perturbations of Hamiltonian systems
• Reduction of deterministic coupled atmosphere–ocean models to stochastic ocean models: a numerical case study of the Lorenz–Maas system
• Sequential Monte Carlo Methods in Practice
• Stochastic differential equations. An introduction with applications.
• Stochastic processes and filtering theory
• Time-discretization of the zakai equation for diffusion processes observed in correlated noise

Cited in

(2)

• Random dynamical systems: addressing uncertainty, nonlinearity and predictability
• A bivariate space-time downscaler under space and time misalignment

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Uses Software

• EnKF

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