Filtering skill for turbulent signals for a suite of nonlinear and linear extended Kalman filters

DOI10.1016/j.jcp.2011.10.029zbMath1242.65019MaRDI QIDQ422963

Andrew J. Majda, Boris Gershgorin, Michal Branicki

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

zbMATH Keywords

prediction; numerical examples; Lyapunov exponents; extended Kalman filter; data assimilation; model error; filtering turbulence; Gaussian closure filter; stochastic parameter estimation

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62F10: Point estimation

93E11: Filtering in stochastic control theory

65K10: Numerical optimization and variational techniques

93E10: Estimation and detection in stochastic control theory

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Uses Software

• EnKF

Cites Work

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