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Cybernetics / Systems theory / Linear filters / Robot control / Stochastic differential equations / Kalman filter / Data assimilation / Discretization / Statistical ensemble / Control theory / Statistics / Estimation theory


Nonlinear stability and ergodicity of ensemble based Kalman filters Xin T Tong1,2 , Andrew J Majda1,2 and David Kelly1 1 Courant Institute of Mathematical Sciences, New York University, New York, NY 10012,
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Document Date: 2015-04-17 23:42:20


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Company

Kh a.s. / /

Country

United States / /

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Facility

Courant Institute of Mathematical Sciences / New York University / /

Holiday

Assumption / /

IndustryTerm

kinetic energy dissipation / large dimensional turbulent dynamical systems / well known turbulent systems / energy dissipation / kinetic energy / energy principles / energy criterion / kinetic energy criterion / kinetic energy principle / nonlinear systems / observable energy dissipation / so-called observable energy criterion / observable energy condition / classical filtering tools / energy principle / oil reservoir simulations / time solutions / observable energy criterion / oil reservoir simulation / scientific computing / dynamical systems / observable energy / energy preserving / energy / ad hoc solution / /

Organization

New York University / New York / Center for Atmosphere Ocean Science / Courant Institute of Mathematical Sciences / /

Position

straight-forward / /

ProvinceOrState

New York / /

Technology

simulation / EAKF algorithms / /

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