A Gaussian Mixture Model Smoother for Continuous Nonlinear Stochastic Dynamical Systems: Applications

The nonlinear Gaussian Mixture Model Dynamically Orthogonal (GMM-DO) smoother for high-dimensional stochastic fields is exemplified and contrasted with other smoothers by applications to three dynamical systems, all of which admit far-from-Gaussian distributions. The capabilities of the smoother are...

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Bibliographic Details
Main Authors: Lermusiaux, Pierre, Lolla, Tapovan
Other Authors: Massachusetts Institute of Technology. Department of Mechanical Engineering
Format: Article
Published: American Meteorological Society 2018
Online Access:http://hdl.handle.net/1721.1/114644
https://orcid.org/0000-0002-1869-3883