Effective actions for statistical data assimilation

DOI10.1016/J.PHYSLETA.2009.08.072MaRDI QIDQ407882zbMATHOpenAlexFDO

Authors Henry D. I. Abarbanel

Publication date 28 March 2012

Published in Physics Letters. A (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0908.2045

Mathematics Subject Classification ID

Sequential estimation (62L12) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

Abstract: Ensemble data assimilation is a problem in determining the most likely phase space trajectory of a model of an observed dynamical sys- tem as it receives inputs from measurements passing information to the model. Using methods developed in statistical physics, we present effective actions and equations of motion for the mean orbits associ- ated with the temporal development of a dynamical model when it has errors, there is uncertainty in its initial state, and it receives informa- tion from measurements. If there are correlations among errors in the measurements they are naturally included in this approach.

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Cites work

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(8)

• Local observability of state variables and parameters in nonlinear modeling quantified by delay reconstruction
• Dynamical estimation of neuron and network properties. I: Variational methods
• Nonlinear system identification employing automatic differentiation
• Data assimilation using a GPU accelerated path integral Monte Carlo approach
• Dynamical estimation of neuron and network properties. II: Path integral Monte Carlo methods
• Response to ``Comment on ``A unifying view of synchronization for data assimilation in complex nonlinear networks'[Chaos 28, 028101 (2018)]
• Most probable histories for nonlinear dynamics: Tracking climate transitions
• Learning on dynamic statistical manifolds

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Uses Software

• EnKF

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