Works (1)
Updated: July 5th, 2023 15:44
2013 journal article
Optimal filtering of complex turbulent systems with memory depth through consistency constraints
JOURNAL OF COMPUTATIONAL PHYSICS, 237, 320–343.
author keywords: AR(p)-filter; Optimal multistep filter; Data assimilation; Model error
TL;DR:
A linear theory for optimal filtering of complex turbulent signals with model errors through linear autoregressive models is developed and it is shown that the filtered solutions are optimal in the sense that they are comparable to the estimates obtained from the true filter with perfect model.
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