An ensemble Kalman filter for statistical estimation of physics constrained nonlinear regression models

DOI10.1016/j.jcp.2013.10.025zbMath1349.62593DBLPjournals/jcphy/HarlimMM14OpenAlexW1976552644WikidataQ57423493 ScholiaQ57423493MaRDI QIDQ348513

John Harlim, Andrew J. Majda, Adam Mahdi

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2013.10.025

zbMATH Keywords

ensemble Kalman filtermulti-level modelsnonlinear regression modelsparameter estimation of stochastic differential equations

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) General nonlinear regression (62J02) Estimation and detection in stochastic control theory (93E10) Applications of statistics to physics (62P35)

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