Accuracy and Stability of The Continuous-Time 3 DVAR Filter for The Navier-Stokes Equation

  title={Accuracy and Stability of The Continuous-Time 3 DVAR Filter for The Navier-Stokes Equation},
  author={Dirk Bl{\"o}mker and Kevin Law and A. M. Stuart and Konstantinos C. Zygalakis},
The 3DVAR filter is prototypical of methods used to combine observed data with a dynamical system, online, in order to improve estimation of the state of the system. Such methods are used for high dimensional data assimilation problems, such as those arising in weather forecasting. To gain understanding of filters in applications such as these, it is hence of interest to study their behaviour when applied to infinite dimensional dynamical systems. This motivates study of the problem of accuracy… CONTINUE READING
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