Space-Time Decomposition of Kalman Filter
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Kalman filterdata assimilationdomain decompositionmodel reductionnumerical algorithmfilter localization
PDEs in connection with control and optimization (35Q93) Decomposition methods (49M27) Numerical methods for variational inequalities and related problems (65K15) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) PDE constrained optimization (numerical aspects) (49M41)
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Cites work
- scientific article; zbMATH DE number 4155821 (Why is no real title available?)
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- scientific article; zbMATH DE number 914383 (Why is no real title available?)
- scientific article; zbMATH DE number 1414604 (Why is no real title available?)
- A Reduced-Order Kalman Filter for Data Assimilation in Physical Oceanography
- A dimension-reduced approach to space-time Kalman filtering
- A scalable approach for variational data assimilation
- Distributing the Kalman Filter for Large-Scale Systems
- Multilevel algebraic approach for performance analysis of parallel algorithms
- Regularization of a Fourier series method for the Laplace transform inversion with real data
- Stability of consensus extended Kalman filter for distributed state estimation
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