Explicit off-line criteria for stable accurate time filtering of strongly unstable spatially extended systems
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Publication:3502497
DOI10.1073/pnas.0610077104zbMath1135.93378WikidataQ35611657 ScholiaQ35611657MaRDI QIDQ3502497
Andrew J. Majda, Marcus J. Grote
Publication date: 23 May 2008
Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1073/pnas.0610077104
observability; Kalman filter; Courant-Friedrichs-Lewy condition; stable filter; unstable finite differences
62C10: Bayesian problems; characterization of Bayes procedures
93E11: Filtering in stochastic control theory
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