Optimization based methods for partially observed chaotic systems
In this paper we consider filtering and smoothing of partially observed chaotic dynamical systems that are discretely observed, with an additive Gaussian noise in the observation. These models are found in a wide variety of real applications and include the Lorenz 96’ model. In the context of a fixe...
| Main Authors: | , , , |
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| Format: | Journal article |
| Published: |
Springer US
2018
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