Filtering skill for turbulent signals for a suite of nonlinear and linear extended Kalman filters
DOI10.1016/J.JCP.2011.10.029zbMATH Open1242.65019OpenAlexW2111894040MaRDI QIDQ422963FDOQ422963
Authors: Andrew J. Majda, Michal Branicki, B. Gershgorin 
Publication date: 18 May 2012
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://www.pure.ed.ac.uk/ws/files/18236467/Filtering_skill_for_turbulent_signals_for_a_suite_of_nonlinear_and_linear_extended_Kalman_filters.pdf
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Point estimation (62F10) Numerical optimization and variational techniques (65K10) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)
Cites Work
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- Efficient data assimilation for spatiotemporal chaos: a local ensemble transform Kalman filter
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- Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems
- Fundamentals of stochastic filtering
- Handbook of stochastic methods for physics, chemistry and natural sciences.
- Robust extended Kalman filtering for nonlinear systems with multiplicative noises
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- Test models for improving filtering with model errors through stochastic parameter estimation
- Improving filtering and prediction of spatially extended turbulent systems with model errors through stochastic parameter estimation
- Mathematical test models for superparametrization in anisotropic turbulence
- Explicit off-line criteria for stable accurate time filtering of strongly unstable spatially extended systems
- Dimensional reduction for a Bayesian filter
- An applied mathematics perspective on stochastic modelling for climate
- Information Theory and Stochastics for Multiscale Nonlinear Systems
- Mathematical strategies for filtering complex systems: Regularly spaced sparse observations
- A nonlinear test model for filtering slow-fast systems
- Mathematical strategies for filtering turbulent dynamical systems
- Quantifying predictability through information theory: small sample estimation in a non-Gaussian framework
- Estimating sudden changes of biases in linear dynamic systems
- Title not available (Why is that?)
- Filtering a statistically exactly solvable test model for turbulent tracers from partial observations
- Low-dimensional chaotic dynamics versus intrinsic stochastic noise: a paradigm model
- Filtering a nonlinear slow-fast system with strong fast forcing
Cited In (19)
- A new efficient parameter estimation algorithm for high-dimensional complex nonlinear turbulent dynamical systems with partial observations
- Accuracy of some approximate Gaussian filters for the Navier-Stokes equation in the presence of model error
- Recovering the Eulerian energy spectrum from noisy Lagrangian tracers
- Hierarchical sparse observation models and informative prior for Bayesian inference of spatially varying parameters
- An information-theoretic framework for improving imperfect dynamical predictions via multi-model ensemble forecasts
- Simple nonlinear models with rigorous extreme events and heavy tails
- Challenges in climate science and contemporary applied mathematics
- Filtering a statistically exactly solvable test model for turbulent tracers from partial observations
- Reduced one-dimensional models for wave turbulence system
- Filtering a nonlinear slow-fast system with strong fast forcing
- Filtering nonlinear dynamical systems with linear stochastic models
- Ensemble Kalman filters for dynamical systems with unresolved turbulence
- Catastrophic filter divergence in filtering nonlinear dissipative systems
- Non-Gaussian test models for prediction and state estimation with model errors
- Probabilistic description of extreme events in intermittently unstable dynamical systems excited by correlated stochastic processes
- Data assimilation for the Navier-Stokes equations using local observables
- Dynamic Stochastic Superresolution of sparsely observed turbulent systems
- A nonlinear test model for filtering slow-fast systems
- An efficient data assimilation algorithm using the Allen-Cahn equation
Uses Software
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