Blended particle filters for large-dimensional chaotic dynamical systems

Combining large uncertain computational models with big noisy datasets is a formidable problem throughout science and engineering. These are especially difficult issues when real-time state estimation and prediction are needed such as, for example, in weather forecasting. Thus, a major challenge in...

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Bibliographic Details
Main Authors: Sapsis, Themistoklis (Contributor), Majda, Andrew J. (Author), Qi, Di (Author)
Other Authors: Massachusetts Institute of Technology. Department of Mechanical Engineering (Contributor)
Format: Article
Language:English
Published: National Academy of Sciences (U.S.), 2014-12-01T16:05:03Z.
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Online Access:Get fulltext
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042 |a dc 
100 1 0 |a Sapsis, Themistoklis  |e author 
100 1 0 |a Massachusetts Institute of Technology. Department of Mechanical Engineering  |e contributor 
100 1 0 |a Sapsis, Themistoklis  |e contributor 
700 1 0 |a Majda, Andrew J.  |e author 
700 1 0 |a Qi, Di  |e author 
245 0 0 |a Blended particle filters for large-dimensional chaotic dynamical systems 
260 |b National Academy of Sciences (U.S.),   |c 2014-12-01T16:05:03Z. 
856 |z Get fulltext  |u http://hdl.handle.net/1721.1/91955 
520 |a Combining large uncertain computational models with big noisy datasets is a formidable problem throughout science and engineering. These are especially difficult issues when real-time state estimation and prediction are needed such as, for example, in weather forecasting. Thus, a major challenge in contemporary data science is the development of statistically accurate particle filters to capture non-Gaussian features in large-dimensional chaotic dynamical systems. New blended particle filters are developed in this paper. These algorithms exploit the physical structure of turbulent dynamical systems and capture non-Gaussian features in an adaptively evolving low-dimensional subspace through particles interacting with evolving Gaussian statistics on the remaining portion of the phase space. 
520 |a United States. Office of Naval Research. Departmental Research Initiative (N0014-10-1-0554) 
546 |a en_US 
655 7 |a Article 
773 |t Proceedings of the National Academy of Sciences of the United States of America