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20072026
most citedCombining data assimilation and machine learning to emulate a dynamical model from sparse and noisy observations: a case study with the Lorenz 96 model

206 citations · 966 across the 31 of their papers we have counts for

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Showing 2015 · math.OCShow all

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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…