Effective actions for statistical data assimilation

DOI10.1016/J.PHYSLETA.2009.08.072zbMATH Open1234.82008arXiv0908.2045OpenAlexW1990182602MaRDI QIDQ407882FDOQ407882

Authors: Henry D. I. Abarbanel 

Publication date: 28 March 2012

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

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.

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

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Mathematics Subject Classification ID

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

Cites Work

• Stochastic processes and filtering theory
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• Data Assimilation
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• State and parameter estimation in nonlinear systems as an optimal tracking problem
• A mean field approximation in data assimilation for nonlinear dynamics
• Effective action for stochastic partial differential equations.

Cited In (6)

• Most probable histories for nonlinear dynamics: Tracking climate transitions
• Dynamical estimation of neuron and network properties. II: Path integral Monte Carlo methods
• Local observability of state variables and parameters in nonlinear modeling quantified by delay reconstruction
• Nonlinear system identification employing automatic differentiation
• Data assimilation using a GPU accelerated path integral Monte Carlo approach
• Dynamical estimation of neuron and network properties. I: Variational methods

Uses Software

• EnKF

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