Accuracy and stability of the continuous-time 3DVAR filter for the Navier–Stokes equation
Accuracy and stability of the continuous-time 3DVAR filter for the Navier–Stokes equation
The 3DVAR filter is prototypical of methods used to combine observed data with a dynamical system, online, in order to improve estimation of the state of the system. Such methods are used for high dimensional data assimilation problems, such as those arising in weather forecasting. To gain understanding of filters …