Particle Filters for nonlinear data assimilation in high-dimensional systems

DOI10.5802/AFST.1560MaRDI QIDQ4609683zbMATH OpenOpenAlexFDO

Authors Peter Jan van Leeuwen

Publication date 23 March 2018

Published in Annales de la Faculté des sciences de Toulouse : Mathématiques (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.5802/afst.1560

Mathematics Subject Classification ID

Numerical analysis (65-XX) Fluid mechanics (76-XX)

Cites work

• scientific article; zbMATH DE number 1666084 (Why is no real title available?)
• scientific article; zbMATH DE number 2106098 (Why is no real title available?)
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• Filtering via Simulation: Auxiliary Particle Filters
• Fundamentals of stochastic filtering
• Large sample asymptotics for the ensemble Kalman filter
• On the stability of interacting processes with applications to filtering and genetic algorithms
• On the stability of sequential Monte Carlo methods in high dimensions
• Probabilistic Forecasting and Bayesian Data Assimilation
• When do nonlinear filters achieve maximal accuracy?

Cited in

(3)

• Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems
• A Defensive Marginal Particle Filtering Method for Data Assimilation
• Particle Filtering for Stochastic Navier--Stokes Signal Observed with Linear Additive Noise

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