Particle Filters with Nudging in Multiscale Chaotic Systems: With Application to the Lorenz ’96 Atmospheric Model
Author:
Funder
Air Force Office of Scientific Research
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,General Engineering,Modelling and Simulation
Link
http://link.springer.com/content/pdf/10.1007/s00332-020-09616-x.pdf
Reference41 articles.
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3. Bain, A., Crisan, D.: Fundamentals of Stochastic Filtering. Springer, Berlin (2009)
4. Crisan, D.: Particle approximations for a class of stochastic partial differential equations. Appl. Math. Opt. 54, 293–314 (2006)
5. Del Moral, P., Miclo, L.: Branching and Interacting Particle Systems Approximations of Feynman-Kac Formulae with Applications to Non-linear Filtering. Séminaire de Probabilités XXXIV. Lecture Notes in Mathematics, vol. 1729, pp. 1–145. Springer-Verlag, Berlin (2000)
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