A Multiscale Data Assimilation with the Ensemble Kalman Filter

DOI10.1137/030601168zbMath1160.76400OpenAlexW2062709770MaRDI QIDQ4653979

Roger G. Ghanem, Yu Zou

Publication date: 1 March 2005

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/030601168

zbMATH Keywords

Kalman filterprobabilistic modelsmultiscale data assimilation

Mathematics Subject Classification ID

Gaussian processes (60G15) Diffusion (76R50) Stochastic analysis applied to problems in fluid mechanics (76M35) Signal detection and filtering (aspects of stochastic processes) (60G35) Direct numerical and large eddy simulation of turbulence (76F65) Generation, random and stochastic difference and differential equations (37H10)

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