activity
20142021
most citedDegenerate Kalman filter error covariances and their convergence onto the unstable subspace

43 citations · 72 across the 6 of their papers we have counts for

collaborators

8 papers

math.OC2021★ 1 cited

A Tutorial on Bayesian Data Assimilation

Colin Grudzien, Marc Bocquet

This tutorial provides a broad introduction to Bayesian data assimilation that will be useful to practitioners, in interpreting algorithms and results, and for theoretical studies…

physics.data-an2020★ 1 cited

Data assimilation for chaotic dynamics

Alberto Carrassi, Marc Bocquet, Jonathan Demaeyer +3

Chaos is ubiquitous in physical systems. The associated sensitivity to initial conditions is a significant obstacle in forecasting the weather and other geophysical fluid flows. Da…

math.OC2017

Asymptotic forecast uncertainty and the unstable subspace in the presence of additive model error

Colin Grudzien, Alberto Carrassi, Marc Bocquet

It is well understood that dynamic instability is among the primary drivers of forecast uncertainty in chaotic, physical systems. Data assimilation techniques have been designed to…

eess.SY2017★ 1 cited

Structure- & Physics- Preserving Reductions of Power Grid Models

Colin Grudzien, Deepjyoti Deka, Michael Chertkov +1

The large size of multiscale, distribution and transmission, power grids hinder fast system-wide estimation and real-time control and optimization of operations. This paper studies…

math.OC2016★ 43 cited

Degenerate Kalman filter error covariances and their convergence onto the unstable subspace

Marc Bocquet, Karthik S. Gurumoorthy, Amit Apte +3

The characteristics of the model dynamics are critical in the performance of (ensemble) Kalman filters. In particular, as emphasized in the seminal work of Anna Trevisan and co-aut…

math.DS2015

The Instability of the Hocking-Stewartson Pulse and its Geometric Phase in the Hopf Bundle

Colin Grudzien

This work demonstrates an innovative numerical method for counting and locating eigenvalues with the Evans function. Utilizing the geometric phase in the Hopf bundle, the technique…

math.OC2015★ 25 cited

Rank deficiency of Kalman error covariance matrices in linear time-varying system with deterministic evolution

Karthik S. Gurumoorthy, Colin Grudzien, Amit Apte +2

We prove that for linear, discrete, time-varying, deterministic system (perfect model) with noisy outputs, the Riccati transformation in the Kalman filter asymptotically bounds the…

math.DS2014★ 1 cited

Finding Eigenvalues the Rupert Way

Colin J. Grudzien, Tom J. Bridges, Christopher K. R. T. Jones

We develop a stability index for the travelling waves of non-linear reaction diffusion equations using the geometric phase induced on the Hopf bundle $S^{2n-1} \subset \mathbb{C}^n…