Filtering a nonlinear slow-fast system with strong fast forcing

DOI10.4310/CMS.2010.v8.n1.a5zbMath1202.62128MaRDI QIDQ973206

Boris Gershgorin, Andrew J. Majda

Publication date: 28 May 2010

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.cms/1266935014

zbMATH Keywords

nonlinear model; extended Kalman filter

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

93E11: Filtering in stochastic control theory

86A10: Meteorology and atmospheric physics

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