Particle Filters for nonlinear data assimilation in high-dimensional systems

DOI10.5802/AFST.1560OpenAlexW2780745534MaRDI QIDQ4609683FDOQ4609683

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)

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

• On the stability of sequential Monte Carlo methods in high dimensions
• A random map implementation of implicit filters
• Filtering via Simulation: Auxiliary Particle Filters
• Title not available (Why is that?)
• On the stability of interacting processes with applications to filtering and genetic algorithms
• Can local particle filters beat the curse of dimensionality?
• Fundamentals of stochastic filtering
• Ergodicity and stability of the conditional distributions of nondegenerate Markov chains
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• Large sample asymptotics for the ensemble Kalman filter
• Efficient nonlinear data-assimilation in geophysical fluid dynamics
• 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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