Explicit off-line criteria for stable accurate time filtering of strongly unstable spatially extended systems

DOI10.1073/pnas.0610077104zbMath1135.93378OpenAlexW2166896609WikidataQ35611657 ScholiaQ35611657MaRDI QIDQ3502497

Andrew J. Majda, Marcus J. Grote

Publication date: 23 May 2008

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1073/pnas.0610077104

zbMATH Keywords

observabilityKalman filterCourant-Friedrichs-Lewy conditionstable filterunstable finite differences

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Filtering in stochastic control theory (93E11)

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Cites Work

• Statistical mechanics for truncations of the Burgers-Hopf equation: a model for intrinsic stochastic behavior with scaling
• Stable time filtering of strongly unstable spatially extended systems
• Observability of Discretized Partial Differential Equations
• Dimensional reduction for a Bayesian filter

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