Nonlinear filtering for observations on a random vector field along a random path. Application to atmospheric turbulent velocities

DOI10.1051/m2an/2010047zbMath1426.60044MaRDI QIDQ4933349

Christophe Baehr

Publication date: 12 October 2010

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/44667

zbMATH Keywords

turbulence; nonlinear filtering; stochastic model; Feynman-Kac

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

65C20: Probabilistic models, generic numerical methods in probability and statistics

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

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

86A10: Meteorology and atmospheric physics

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