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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…
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Keywords:
optimization based;
based methods;
methods partially;
partially observed ... See more keywords
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Published in 2020 at "Chaos"
DOI: 10.1063/5.0019309
Abstract: This paper addresses the data-driven identification of latent representations of partially observed dynamical systems, i.e., dynamical systems for which some components are never observed, with an emphasis on forecasting applications and long-term asymptotic patterns. Whereas…
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Keywords:
dynamics partially;
data driven;
partially observed;
learning latent ... See more keywords