Dimensional reduction for a Bayesian filter |
| |
| Authors: | Chorin Alexandre J Krause Paul |
| |
| Affiliation: | Department of Mathematics, University of California, Berkeley, CA 94720, USA. chroin@math.berkeley.edu |
| |
| Abstract: | An adaptive strategy is proposed for reducing the number of unknowns in the calculation of a proposal distribution in a sequential Monte Carlo implementation of a Bayesian filter for nonlinear dynamics. The idea is to solve only in directions in which the dynamics is expanding, found adaptively; this strategy is suggested by earlier work on optimal prediction. The construction should be of value in data assimilation, for example, in geophysical fluid dynamics. |
| |
| Keywords: | |
| 本文献已被 PubMed 等数据库收录！ |
|
