Optimization Based Methods for Partially Observed Chaotic Systems
Sign Up to like & getrecommendations! Published in 2019 at "Foundations of Computational Mathematics"
DOI: 10.1007/s10208-018-9388-x
Abstract: In this paper we consider filtering and smoothing of partially observed chaotic dynamical systems that are discretely observed, with an additive Gaussian noise in the observation. These models are found in a wide variety of… read more here.
Keywords: optimization based; based methods; methods partially; partially observed ... See more keywords