Data assimilation by conditioning of driving noise on future observations
Conventional recursive filtering approaches, designed for quantifying the state of an evolving stochastic dynamical system with intermittent observations, use a sequence of i) an uncertainty propagation step followed by ii) a step where the associated data is assimilated using Bayes' rule. Alte...
| Główni autorzy: | , |
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| Format: | Journal article |
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IEEE
2014
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