Asymptotic Forecast Uncertainty and the Unstable Subspace in the Presence of Additive Model Error

DOI10.1137/17M114073XzbMath1405.93212arXiv1707.08334OpenAlexW2963304891MaRDI QIDQ4611519

Alberto Carrassi, Marc Bocquet, Colin J. Grudzien

Publication date: 21 January 2019

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.08334

zbMATH Keywords

Kalman filtercontrol theorydata assimilationmodel errorLyapunov vectors

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Observability (93B07) Stochastic stability in control theory (93E15) Vector spaces, linear dependence, rank, lineability (15A03)

Related Items (4)

Detectability Conditions and State Estimation for Linear Time-Varying and Nonlinear Systems ⋮ Universal upper estimate for prediction errors under moderate model uncertainty ⋮ On temporal scale separation in coupled data assimilation with the ensemble Kalman filter ⋮ Degenerate Kalman Filter Error Covariances and Their Convergence onto the Unstable Subspace

Uses Software

• EnKF

Cites Work

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