A guide to using shadowing filters for forecasting and state estimation Export

@article{citeulike:5124978, abstract = {Most traditional, and many modern, methods of state estimation have a number a failings when applied to high-dimensional and nonlinear systems. A promising new alternative that avoids many of these failings is a shadowing filter . An additional advantage of shadowing filters is that when combined with indistinguishable states they provide a consistent generalisation to the imperfect model scenario. This paper is a practical guide to implementing shadowing filters in nonlinear systems. It provides a detailed account of various tests and procedures to ensure successful implementation of a shadowing filter using gradient descent of indeterminism.}, author = {Stemler, Thomas and Judd, Kevin}, citeulike-article-id = {5124978}, citeulike-linkout-0 = {http://dx.doi.org/10.1016/j.physd.2009.04.008}, citeulike-linkout-1 = {http://linkinghub.elsevier.com/retrieve/pii/S0167278909001328}, day = {01}, doi = {10.1016/j.physd.2009.04.008}, issn = {01672789}, journal = {Physica D: Nonlinear Phenomena}, keywords = {assimilation, climate, dynamics, forecasting, nonlinear, smc, statistics, weather}, month = {July}, number = {14}, pages = {1260--1273}, posted-at = {2009-10-25 20:25:30}, priority = {2}, title = {A guide to using shadowing filters for forecasting and state estimation}, url = {http://dx.doi.org/10.1016/j.physd.2009.04.008}, volume = {238}, year = {2009} }

TY - JOUR ID - citeulike:5124978 L3 - citeulike-article-id:5124978 N2 - Most traditional, and many modern, methods of state estimation have a number a failings when applied to high-dimensional and nonlinear systems. A promising new alternative that avoids many of these failings is a shadowing filter . An additional advantage of shadowing filters is that when combined with indistinguishable states they provide a consistent generalisation to the imperfect model scenario. This paper is a practical guide to implementing shadowing filters in nonlinear systems. It provides a detailed account of various tests and procedures to ensure successful implementation of a shadowing filter using gradient descent of indeterminism. IS - 14 JF - Physica D: Nonlinear Phenomena SN - 01672789 EP - 1273 TI - A guide to using shadowing filters for forecasting and state estimation VL - 238 SP - 1260 KW - assimilation KW - climate KW - dynamics KW - forecasting KW - nonlinear KW - smc KW - statistics KW - weather AU - Stemler, Thomas AU - Judd, Kevin PY - 2009/07/01/ UR - http://dx.doi.org/10.1016/j.physd.2009.04.008 ER -