Analysis of the 3 Dvar Filter for the Partially Observed Lorenz ’ 63 Model

@inproceedings{Law2013AnalysisOT,
  title={Analysis of the 3 Dvar Filter for the Partially Observed Lorenz ’ 63 Model},
  author={K. J. H. Law and Abhishek Shukla and Andrew Stuart},
  year={2013}
}
The problem of effectively combining data with a mathematical model constitutes a major challenge in applied mathematics. It is particular challenging for high-dimensional dynamical systems where data is received sequentially in time and the objective is to estimate the system state in an on-line fashion; this situation arises, for example, in weather forecasting. The sequential particle filter is then impractical and ad hoc filters, which employ some form of Gaussian approximation, are widely… CONTINUE READING