Dimensional reduction in nonlinear filtering
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Publication:3408264
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)
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(23)- Data assimilation for a multiscale stochastic dynamical system with Gaussian noise
- 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 filtering for multiscale stochastic dynamical systems driven by Lévy processes
- Random dynamical systems: addressing uncertainty, nonlinearity and predictability
- Effective reduction for a nonlocal Zakai stochastic partial differential equation in data assimilation
- Dimensional reduction for a Bayesian filter
- Particle filters in a multiscale environment: with application to the Lorenz-96 atmospheric model
- Nonlinear filters for hidden Markov models of regime change with fast mean-reverting states
- Dimension reduction in statistical estimation of partially observed multiscale processes
- Approximation of the Filter Equation for Multiple Timescale, Correlated, Nonlinear Systems
- Optimal control of multiscale systems using reduced-order models
- Particle filtering in high-dimensional chaotic systems
- Filtering the Maximum Likelihood for Multiscale Problems
- Dimensional reduction in nonlinear filtering: a homogenization approach
- Effective filtering on a random slow manifold
- Convergence of nonlinear filterings for stochastic dynamical systems with Lévy noises
- Multi-Dimensional Filtering: Reducing the Dimension Through Rotation
- Linear theory for filtering nonlinear multiscale systems with model error
- Effective filtering for multiscale stochastic dynamical systems in Hilbert spaces
- Effective filtering for slow-fast systems via Wong-Zakai approximation
- Filtering for fast mean-reverting processes
- Data assimilation and parameter estimation for a multiscale stochastic system with \(\alpha \)-stable Lévy noise
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