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Effective Filtering on a Random Slow Manifold. (arXiv:1711.05377v1 [math.PR])
来源于:arXiv
This work is about a slow-fast data assimilation system when only slow
components are observable. First, we obtain its low dimensional reduction via
an invariant slow manifold. Second, we prove that the low dimensional filter on
the slow manifold approximates the original filter in a suitable metric.
Finally, we illustrate this approximate filter numerically in an example. 查看全文>>