Space-Time Decomposition of Kalman Filter

DOI10.4208/nmtma.oa-2022-0203arXiv2312.00007OpenAlexW4387025743MaRDI QIDQ6151335

R. Cacciapuoti, Luisa D'Amore

Publication date: 11 March 2024

Published in: Numerical Mathematics: Theory, Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2312.00007

zbMATH Keywords

domain decompositionKalman filtermodel reductiondata assimilationnumerical algorithmfilter localization

Mathematics Subject Classification ID

Decomposition methods (49M27) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Numerical methods for variational inequalities and related problems (65K15) PDEs in connection with control and optimization (35Q93) PDE constrained optimization (numerical aspects) (49M41)

Cites Work

• Stability of consensus extended Kalman filter for distributed state estimation
• A scalable approach for variational data assimilation
• Regularization of a Fourier series method for the Laplace transform inversion with real data
• Distributing the Kalman Filter for Large-Scale Systems
• A dimension-reduced approach to space-time Kalman filtering
• A Reduced-Order Kalman Filter for Data Assimilation in Physical Oceanography
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