Particle Filtering for Stochastic Navier-Stokes Signal Observed with
Linear Additive Noise

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Particle Filtering for Stochastic Navier-Stokes Signal Observed with Linear Additive Noise

12 October 2017

Francesc Pons Llopis

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Papers citing "Particle Filtering for Stochastic Navier-Stokes Signal Observed with Linear Additive Noise"

7 / 7 papers shown

Title
Optimal parameter estimation for linear SPDEs from multiple measurements R. Altmeyer Anton Tiepner Martin Wahl 44 9 0 04 Nov 2022
An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations Dan Crisan Alexander Lobbe S. Ortiz-Latorre 57 4 0 10 Jan 2022
A Lagged Particle Filter for Stable Filtering of certain High-Dimensional State-Space Models Hamza Ruzayqat A. Er-Raiy A. Beskos Dan Crisan Ajay Jasra N. Kantas 53 10 0 02 Oct 2021
Joint Online Parameter Estimation and Optimal Sensor Placement for the Partially Observed Stochastic Advection-Diffusion Equation Louis Sharrock N. Kantas 44 10 0 18 Sep 2020
Joint state-parameter estimation of a nonlinear stochastic energy balance model from sparse noisy data Fei Lu N. Weitzel A. Monahan 18 3 0 10 Apr 2019
Advanced Multilevel Monte Carlo Methods Ajay Jasra K. Law C. Suciu 66 16 0 24 Apr 2017
A Multi-Index Markov Chain Monte Carlo Method Ajay Jasra K. Kamatani K. Law Yan Zhou 85 23 0 01 Apr 2017