Data assimilation by conditioning of driving noise on future observations

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...

书目详细资料
Main Authors:	Lee, W, Farmer, C
格式:	Journal article
出版:	IEEE 2014

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