Particle filters for data assimilation based on reduced‐order data models

J Maclean, ES Van Vleck - Quarterly Journal of the Royal …, 2021 - Wiley Online Library
We introduce a framework for data assimilation (DA) in which the data is split into multiple
sets corresponding to low‐rank projections of the state space. Algorithms are developed that …

Detectability Conditions and State Estimation for Linear Time-Varying and Nonlinear Systems

M Tranninger, R Seeber, M Steinberger, M Horn… - SIAM Journal on Control …, 2022 - SIAM
This work proposes a detectability condition for linear time-varying systems based on the
exponential dichotomy spectrum. The condition guarantees the existence of an observer …

Stability of non-linear filter for deterministic dynamics

AS Reddy, A Apte - arXiv preprint arXiv:1910.14348, 2019 - arxiv.org
This papers shows that nonlinear filter in the case of deterministic dynamics is stable with
respect to the initial conditions under the conditions that observations are sufficiently rich …

[PDF][PDF] Asymptotic Properties of Non linear Filters

AS Reddy - 2020 - thesis.icts.res.in
The theory of nonlinear filtering concerns with the estimation of underlying signal (which is
Markovian) given that it has been indirectly and partially observed via. an observational …