29 citations · 51 across the 2 of their papers we have counts for
2 papers
physics.data-an2012★ 22 cited
Particle filtering in high-dimensional chaotic systems
Nishanth Lingala, N. Sri Namachchivaya, Nicolas Perkowski +1
We present an efficient particle filtering algorithm for multiscale systems, that is adapted for simple atmospheric dynamics models which are inherently chaotic. Particle filters r…
math.PR2011★ 29 cited
Dimensional reduction in nonlinear filtering: A homogenization approach
Peter Imkeller, N. Sri Namachchivaya, Nicolas Perkowski +1
We propose a homogenized filter for multiscale signals, which allows us to reduce the dimension of the system. We prove that the nonlinear filter converges to our homogenized filte…