Reparameterization for statistical state estimation applied to differential equations

DOI10.1016/J.JCP.2011.12.019MaRDI QIDQ419630zbMATHOpenAlexFDO

Authors T. Butler, Mika Juntunen

Publication date 18 May 2012

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

Full work available at URL https://doi.org/10.1016/j.jcp.2011.12.019

zbMATH Keywords

parameter estimationdata assimilationnumerical examplesstate estimationensemble Kalman filter

Mathematics Subject Classification ID

Point estimation (62F10)

Recommendations

• Efficient state/parameter estimation in nonlinear unsteady PDEs by a reduced basis ensemble Kalman filter
• Ensemble Kalman methods with constraints
• Analysis of the ensemble Kalman filter for inverse problems
• Parameter estimation for stiff deterministic dynamical systems via ensemble Kalman filter
• State and parameter estimation in stochastic dynamical models

Cites work

• A generalized polynomial chaos based ensemble Kalman filter with high accuracy
• Data Assimilation
• On numerical properties of the ensemble Kalman filter for data assimilation
• State estimation for linear systems with state equality constraints

Cited in

(6)

• Equations of states in singular statistical estimation
• Parameter estimation for stiff deterministic dynamical systems via ensemble Kalman filter
• Quantifying uncertainty in material damage from vibrational data
• Reprint of ``A bilinear differential forms approach to parametric structured state-space modelling
• Efficient state/parameter estimation in nonlinear unsteady PDEs by a reduced basis ensemble Kalman filter
• The error of representation in the ensemble Kalman filter

Describes a project that uses

Uses Software

• EnKF

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