Improved variational methods in statistical data assimilation

@inproceedings{Ye2015ImprovedVM,
  title={Improved variational methods in statistical data assimilation},
  author={Jingxin Ye and Nirag Kadakia and Paul Rozdeba and Henry D. I. Abarbanel and J. C. Quinn},
  year={2015}
}
Data assimilation transfers information from an observed system to a physically based model system with state variables x(t). The observations are typically noisy, the model has errors, and the initial state x(t0) is uncertain: the data assimilation is statistical. One can ask about expected values of functions 〈G(X)〉 on the path X={x(t0), . . .,x(tm)} of the model state through the observation window tn={t0, . . ., tm}. The conditional (on the measurements) probability distribution P(X)= exp… CONTINUE READING
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