A random map implementation of implicit filters

Journal of Computational Physics

Volumn 231, Issue 4, 2012, Pages 2049-2066

  Morzfeld, Matthias ^a   Tu, Xuemin ^b   Atkins, Ethan ^a,c   Chorin, Alexandre J ^a,c  

^a LAWRENCE BERKELEY NATIONAL LABORATORY   (United States)

^b UNIVERSITY OF KANSAS   (United States)

^c UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Data assimilation; Implicit sampling; Particle filters; Sequential Monte Carlo

Indexed keywords

BANDPASS FILTERS; DISTRIBUTED COMPUTER SYSTEMS; PARTIAL DIFFERENTIAL EQUATIONS; STOCHASTIC SYSTEMS;

DATA ASSIMILATION; HIGH PROBABILITY; IMPLICIT SAMPLINGS; KURAMOTO-SIVASHINSKY EQUATIONS; LORENZ SYSTEM; PARTICLE FILTER; PARTICLE LOCATIONS; RANDOM MAPS; SEQUENTIAL MONTE CARLO; STOCHASTICS;

MONTE CARLO METHODS;

EID: 84855206730     PISSN: 00219991     EISSN: 10902716     Source Type: Journal    
DOI: 10.1016/j.jcp.2011.11.022     Document Type: Article

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