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

DOI10.1016/j.amc.2011.09.012zbMath1239.86011OpenAlexW2064735932MaRDI QIDQ426413

Hong Son Hoang, Rémy 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

zbMATH Keywords

dynamical systemsfilteringdata assimilationSchur decompositionnumerical prediction

Mathematics Subject Classification ID

Geostatistics (86A32)

Related Items (2)

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

Cites Work

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• Order reduction in linear state estimation under performance constraints
• Updating the Inverse of a Matrix
• Deterministic Nonperiodic Flow
• On the design of a stable adaptive filter for state estimation in high dimensional systems

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