Data Assimilation by Conditioning of Driving Noise on Future Observations

DOI10.1109/TSP.2014.2330807zbMath1394.94305arXiv1311.6760OpenAlexW1968751164MaRDI QIDQ4579348

C. L. Farmer, Won Jung Lee

Publication date: 22 August 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.6760

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

This page was built for publication: Data Assimilation by Conditioning of Driving Noise on Future Observations