Filtering skill for turbulent signals for a suite of nonlinear and linear extended Kalman filters

Journal of Computational Physics

Volumn 231, Issue 4, 2012, Pages 1462-1498

  Branicki, M ^a   Gershgorin, B ^a   Majda, A J ^a  

^a NEW YORK UNIVERSITY   (United States)

Author keywords

Data assimilation; Extended Kalman Filter; Filtering turbulence; Gaussian closure filter; Model error; Stochastic parameter estimation

Indexed keywords

BANDPASS FILTERS; ERROR STATISTICS; FORECASTING; LYAPUNOV METHODS; NONLINEAR ANALYSIS; PARAMETER ESTIMATION; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

DATA ASSIMILATION; FILTERING TURBULENCE; FORECAST MODELS; GAUSSIAN CLOSURE FILTER; GAUSSIANS; MODEL ERRORS; PARAMETERS ESTIMATION; STOCHASTIC PARAMETER ESTIMATION; STOCHASTIC PARAMETERS; STOCHASTICS;

EXTENDED KALMAN FILTERS;

EID: 84855191914     PISSN: 00219991     EISSN: 10902716     Source Type: Journal    
DOI: 10.1016/j.jcp.2011.10.029     Document Type: Article

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