Accuracy and Stability of Filters for Data Assimilation
Technical Report,01 Jan 2017,31 Jul 2018
California Institute of Technology Pasedena United States
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Filtering refers to a broad methodology for the online incorporation of data into mathematical models. it is hence of central importance in numerous application domains in the physical sciences, and in particular it is of direct relevance in a number of areas of importance to the US Navy, including oceanographic data assimilation based on satellite data and on Lagrangian instruments and in the monitoring of sea ice a the poles. In this work we will take the major step of developing theories of filter accuracy and stability within the context of these US Navy applications.
- Numerical Mathematics
- Physical and Dynamic Oceanography