PBDW method for state estimation: error analysis for noisy data and nonlinear formulation.

Helin Gong Yvon Maday Olga Mula Tommaso Taddei

Published in: CoRR (2019)

Keyphrases

noisy data
error analysis
state estimation
dynamic programming
computationally efficient
missing data
noise free
training data
input data
parameter estimation
kalman filter
particle filtering