7 citations · 18 across the 6 of their papers we have counts for
4 papers · 1 filter
Derivation and Analysis of Simplified Filters for Complex Dynamical Systems
Wonjung Lee, Andrew Stuart
Filtering is concerned with the sequential estimation of the state, and uncertainties, of a Markovian system, given noisy observations. It is particularly difficult to achieve accu…
Data Assimilation by Conditioning on Future Observations
Wonjung Lee, Chris Farmer
Conventional recursive filtering approaches, designed for quantifying the state of an evolving uncertain dynamical system with intermittent observations, use a sequence of (i) an u…
The adaptive patched particle filter and its implementation
Wonjung Lee, Terry Lyons
There are numerous contexts where one wishes to describe the state of a randomly evolving system. Effective solutions combine models that quantify the underlying uncertainty with a…
Kalman filtering and smoothing for linear wave equations with model error
Wonjung Lee, Damon McDougall, Andrew Stuart
Filtering is a widely used methodology for the incorporation of observed data into time-evolving systems. It provides an online approach to state estimation inverse problems when d…