43 citations · 72 across the 6 of their papers we have counts for
4 papers · 1 filter
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…
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…
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…
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…