2 citations · 3 across the 4 of their papers we have counts for
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Dynamical Low-Rank Ensemble Kalman filter for State/Parameter estimation
Fabio Nobile, Sébastien Riffaud, Thomas Trigo Trindade
We propose a Dynamical Low-Rank Ensemble Kalman Filter (DLR-ENKF) for efficient joint state-parameter estimation in high-dimensional dynamical systems. The method extends the DLR-E…
Dynamical Low-Rank Approximations for Kalman Filtering
Fabio Nobile, Thomas Trigo Trindade
We propose a dynamical low rank approximation of the Kalman-Bucy process (DLR-KBP), which evolves the filtering distribution of a partially continuously observed linear SDE on a sm…
Petrov-Galerkin Dynamical Low Rank Approximation:SUPG stabilisation of advection-dominated problems
Fabio Nobile, Thomas Trigo Trindade
We propose a novel framework of generalised Petrov-Galerkin Dynamical Low Rank Approximations (DLR) in the context of random PDEs. It builds on the standard Dynamical Low Rank Appr…
Error estimates for SUPG-stabilised Dynamical Low Rank Approximations
Fabio Nobile, Thomas Trigo Trindade
We perform an error analysis of a fully discretised Streamline Upwind Petrov Galerkin Dynamical Low Rank (SUPG-DLR) method for random time-dependent advection-dominated problems. T…