A dynamical systems framework for intermittent data assimilation

DOI10.1007/s10543-010-0302-4zbMath1216.93098OpenAlexW2004247736MaRDI QIDQ533708

Sebastian Reich

Publication date: 4 May 2011

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-010-0302-4

zbMATH Keywords

nonlinear filtersdynamical systemsoptimal transportationdata assimilationensemble Kalman filter

Mathematics Subject Classification ID

Bayesian inference (62F15) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Time series analysis of dynamical systems (37M10) Numerical solution of inverse problems involving ordinary differential equations (65L09)

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Uses Software

• EnKF

Cites Work

• Unnamed Item
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• Artificial time integration
• Fundamentals of stochastic filtering
• Statistical and computational inverse problems.
• Approximate McKean–Vlasov representations for a class of SPDEs
• Gradient descent and fast artificial time integration
• Dynamic Data Assimilation
• The Identity of Weak and Strong Extensions of Differential Operators
• Data Assimilation
• Handbook of stochastic methods for physics, chemistry and the natural sciences.

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