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eess.SY2021★ 1 cited
Model Reduction of Linear Dynamical Systems via Balancing for Bayesian Inference
Elizabeth Qian, Jemima M. Tabeart, Christopher Beattie +4
We consider the Bayesian approach to the linear Gaussian inference problem of inferring the initial condition of a linear dynamical system from noisy output measurements taken afte…
math.NA2021
Saddle point preconditioners for weak-constraint 4D-Var
Jemima M. Tabeart, John W. Pearson
Data assimilation algorithms combine information from observations and prior model information to obtain the most likely state of a dynamical system. The linearised weak-constraint…