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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Hlavní autoři: Lee, W, Farmer, C
Médium: Journal article
Vydáno: IEEE 2014