Linear theory for filtering nonlinear multiscale systems with model error
نویسندگان
چکیده
منابع مشابه
Linear theory for filtering nonlinear multiscale systems with model error.
In this paper, we study filtering of multiscale dynamical systems with model error arising from limitations in resolving the smaller scale processes. In particular, the analysis assumes the availability of continuous-time noisy observations of all components of the slow variables. Mathematically, this paper presents new results on higher order asymptotic expansion of the first two moments of a ...
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15 صفحه اولFiltering nonlinear dynamical systems with linear stochastic models
An important emerging scientific issue is the real time filtering through observations of noisy signals for nonlinear dynamical systems as well as the statistical accuracy of spatio-temporal discretizations for filtering such systems. From the practical standpoint, the demand for operationally practical filtering methods escalates as the model resolution is significantly increased. For example,...
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ژورنال
عنوان ژورنال: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
سال: 2014
ISSN: 1364-5021,1471-2946
DOI: 10.1098/rspa.2014.0168