Dimensional reduction in nonlinear filtering
DOI10.1088/0951-7715/23/2/005zbMATH Open1193.60082OpenAlexW2018063390MaRDI QIDQ3408264FDOQ3408264
Authors: Jun Hyun Park, Richard B. Sowers, N. Sri Namachchivaya 
Publication date: 25 February 2010
Published in: Nonlinearity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/0951-7715/23/2/005
Recommendations
- Dimensional reduction in nonlinear filtering: a homogenization approach
- Data assimilation for a multiscale stochastic dynamical system with Gaussian noise
- Effective filtering for multiscale stochastic dynamical systems in Hilbert spaces
- Effective filtering on a random slow manifold
- Nonlinear Filtering of One-Dimensional Diffusions in the Case of a High Signal-to-Noise Ratio
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) PDEs with randomness, stochastic partial differential equations (35R60) Averaging of perturbations for nonlinear problems in mechanics (70K65)
Cited In (23)
- Optimal control of multiscale systems using reduced-order models
- Linear theory for filtering nonlinear multiscale systems with model error
- Nonlinear filters for hidden Markov models of regime change with fast mean-reverting states
- Effective filtering for slow-fast systems via Wong-Zakai approximation
- Filtering the Maximum Likelihood for Multiscale Problems
- Dimension reduction in statistical estimation of partially observed multiscale processes
- Particle filters in a multiscale environment: with application to the Lorenz-96 atmospheric model
- Approximation of the Filter Equation for Multiple Timescale, Correlated, Nonlinear Systems
- Random dynamical systems: addressing uncertainty, nonlinearity and predictability
- Multi-Dimensional Filtering: Reducing the Dimension Through Rotation
- Effective filtering for multiscale stochastic dynamical systems driven by Lévy processes
- Particle filtering in high-dimensional chaotic systems
- Stochastic filtering for multiscale stochastic reaction networks based on hybrid approximations
- Particle filters with nudging in multiscale chaotic systems: with application to the Lorenz '96 atmospheric model
- Effective reduction for a nonlocal Zakai stochastic partial differential equation in data assimilation
- Effective filtering for multiscale stochastic dynamical systems in Hilbert spaces
- Dimensional reduction for a Bayesian filter
- Filtering for fast mean-reverting processes
- Effective filtering on a random slow manifold
- Convergence of nonlinear filterings for stochastic dynamical systems with Lévy noises
- Data assimilation for a multiscale stochastic dynamical system with Gaussian noise
- Dimensional reduction in nonlinear filtering: a homogenization approach
- Data assimilation and parameter estimation for a multiscale stochastic system with \(\alpha \)-stable Lévy noise
This page was built for publication: Dimensional reduction in nonlinear filtering
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3408264)
