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University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Homogenized Hybrid Particle Filters in Multi-scale Environments
Homogenized Hybrid Particle Filters in Multi-scale EnvironmentsAdd to your list(s) Download to your calendar using vCal
If you have a question about this talk, please contact Mustapha Amrani. This talk has been canceled/deleted Multi-scale problems are commonly recognized for their complexity, yet the main challenge in multi-scale modeling is to recognize their simplicity, and make use of it to see how information interacts with these complex structures and scales. This paper outlines efficient methods that combine the information from the observations with the dynamics of coupled ocean – atmosphere models and seeks to improve decadal climate predictions by developing, testing, and improving the initialization of different components of the Earth system, particularly the ocean. We present a reduced-order particle filtering algorithm, the Homogenized Hybrid Particle Filter (HHPF), for state estimation in nonlinear multi-scale dynamical systems. This method combines stochastic homogenization with nonlinear filtering theory to construct an efficient particle filtering algorithm for the approximation of a reduced-order nonlinear filter for multi-scale systems. In this work, we show that the HHPF gives a good approximation of the conditional law of the coarse-grained dynamics in the limit as the scaling parameter goes to zero and the number of particles is sufficiently large. This talk is part of the Isaac Newton Institute Seminar Series series. This talk is included in these lists:This talk is not included in any other list Note that ex-directory lists are not shown. |
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