Prediction error sampling procedure based on dominant Schur decomposition. Application to state estimation in high dimensional oceanic model

DOI10.1016/J.AMC.2011.09.012zbMATH Open1239.86011OpenAlexW2064735932MaRDI QIDQ426413FDOQ426413

Authors: Hong Son Hoang, Remy Baraille 

Publication date: 11 June 2012

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2011.09.012

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zbMATH Keywords

data assimilationdynamical systemsfilteringnumerical predictionSchur decomposition

Mathematics Subject Classification ID

Geostatistics (86A32)

Cites Work

• Stochastic processes and filtering theory
• Title not available (Why is that?)
• Updating the Inverse of a Matrix
• Deterministic Nonperiodic Flow
• Recursive Bayesian estimation using Gaussian sums
• A new reduced-order adaptive filter for state estimation in high-dimensional systems
• Order reduction in linear state estimation under performance constraints
• Title not available (Why is that?)
• On the design of a stable adaptive filter for state estimation in high dimensional systems

Cited In (3)

• On the design of a stable adaptive filter for state estimation in high dimensional systems
• On the efficient low cost procedure for estimation of high-dimensional prediction error covariance matrices
• A simple numerical method based simultaneous stochastic perturbation for estimation of high dimensional matrices

Uses Software

• EnKF

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