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- W1968751164 abstract "Conventional recursive filtering approaches, designed for quantifying the state of an evolving uncertain dynamical system with intermittent observations, use a sequence of (i) an uncertainty propagation step followed by (ii) a step where the associated data is assimilated using Bayes' rule. In this paper we switch the order of the steps to: (i) one step ahead data assimilation followed by (ii) uncertainty propagation. This route leads to a class of filtering algorithms named emph{smoothing filters}. For a system driven by random noise, our proposed methods require the probability distribution of the driving noise after the assimilation to be biased by a nonzero mean. The system noise, conditioned on future observations, in turn pushes forward the filtering solution in time closer to the true state and indeed helps to find a more accurate approximate solution for the state estimation problem." @default.
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- W1968751164 date "2014-08-01" @default.
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- W1968751164 title "Data Assimilation by Conditioning of Driving Noise on Future Observations" @default.
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- W1968751164 doi "https://doi.org/10.1109/tsp.2014.2330807" @default.
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