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math.DS2026
Asymptotic approximation of sensitivities in finite dimensional continuous data assimilation with application to parameter estimation
Joshua Newey, Jared P. Whitehead
We develop a rigorous justification for a parameter estimation algorithm which couples continuous data assimilation to generic optimization. For finite dimensional systems, we prov…
math.DS2024
Relaxation-based schemes for on-the-fly parameter estimation in dissipative dynamical systems
Vincent R. Martinez, Jacob Murri, Jared P. Whitehead
This article studies two particular algorithms, a Relaxation Least Squares (RLS) algorithm and a Relaxation Newton Iteration (RNI) scheme , for reconstructing unknown parameters in…