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...

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Номзүйн дэлгэрэнгүй
Үндсэн зохиолчид:	Lee, W, Farmer, C
Формат:	Journal article
Хэвлэсэн:	IEEE 2014

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