Effective filtering on a random slow manifold

DOI10.1088/1361-6544/aad30czbMath1394.60037arXiv1711.05377MaRDI QIDQ4585729

Huijie Qiao, Yanjie Zhang, Jin-qiao Duan

Publication date: 6 September 2018

Published in: Nonlinearity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.05377

zbMATH Keywords

dimension reduction; nonlinear filtering; random slow manifolds; multiscale systems; efficient filtering

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60G35: Signal detection and filtering (aspects of stochastic processes)

37D10: Invariant manifold theory for dynamical systems

Uses Software

• EnKF