A guide to using shadowing filters for forecasting and state estimation

DOI10.1016/J.PHYSD.2009.04.008MaRDI QIDQ833200zbMATH OpenOpenAlexFDO

Authors Thomas Stemler, Kevin Judd

Publication date 12 August 2009

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physd.2009.04.008

zbMATH Keywords

forecastingnonlinear systemsstate estimationindistinguishable statesperfect model scenarioshadowing filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Approximate trajectories (pseudotrajectories, shadowing, etc.) in smooth dynamics (37C50)

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Cites work

• scientific article; zbMATH DE number 41029 (Why is no real title available?)
• scientific article; zbMATH DE number 1456803 (Why is no real title available?)
• A guide to using shadowing filters for forecasting and state estimation
• Automatic differentiation: techniques and applications
• Deterministic Nonperiodic Flow
• Forecasting with imperfect models, dynamically constrained inverse problems, and gradient descent algorithms
• Gradient free descent: Shadowing, and state estimation using limited derivative information
• Indistinguishable states. I: Pefect model scenario.
• Indistinguishable states. II: The imperfect model scenario
• Likelihood and Bayesian Prediction of Chaotic Systems
• Nonlinear state estimation, indistinguishable states, and the extended Kalman filter
• Recipes for adjoint code construction

Cited in

(5)

• Gradient free descent: Shadowing, and state estimation using limited derivative information
• A guide to using shadowing filters for forecasting and state estimation
• Shadowing-based data assimilation method for partially observed models
• State estimation and forecasting of the ski-slope model using an improved shadowing filter
• Statistical inference for dynamical systems: a review

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Uses Software

• TAMC
• TAF

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