nonlinear filtering

Friday, June 8, 2018 - 9:30am - 10:20am
Navaratnam Sri Namachivaya (University of Illinois at Urbana-Champaign)
First part of this lecture provides theoretical results and numerical demonstration for nonlinear filtering of systems with multiple timescales. This work provides the necessary theoretical bedrock upon which computationally efficient algorithms may be further developed to handle the problem of data assimilation in ever-increasingly higher dimensional complex systems; specifically with a focus on Dynamic Data-Driven Application Systems.
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