Dimensional reduction in nonlinear filtering
From MaRDI portal
Publication:3408264
DOI10.1088/0951-7715/23/2/005zbMath1193.60082OpenAlexW2018063390MaRDI QIDQ3408264
Richard B. Sowers, N. Sri Namachchivaya, Jun Hyun Park
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
Signal detection and filtering (aspects of stochastic processes) (60G35) Averaging method for ordinary differential equations (34C29) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Averaging of perturbations for nonlinear problems in mechanics (70K65)
Related Items
PARTICLE FILTERS IN A MULTISCALE ENVIRONMENT: WITH APPLICATION TO THE LORENZ-96 ATMOSPHERIC MODEL, Convergence of nonlinear filterings for stochastic dynamical systems with Lévy noises, Stochastic filtering for multiscale stochastic reaction networks based on hybrid approximations, Approximation of the Filter Equation for Multiple Timescale, Correlated, Nonlinear Systems, Effective filtering for multiscale stochastic dynamical systems driven by Lévy processes, Random dynamical systems: addressing uncertainty, nonlinearity and predictability, Particle filtering in high-dimensional chaotic systems, Dimensional reduction in nonlinear filtering: a homogenization approach, Effective filtering on a random slow manifold, 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 slow-fast systems via Wong-Zakai approximation, Data assimilation for a multiscale stochastic dynamical system with Gaussian noise, Dimension Reduction in Statistical Estimation of Partially Observed Multiscale Processes, Data assimilation and parameter estimation for a multiscale stochastic system withα-stable Lévy noise, Optimal control of multiscale systems using reduced-order models, Effective filtering for multiscale stochastic dynamical systems in Hilbert spaces, Filtering the Maximum Likelihood for Multiscale Problems
