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Zhang, Yanjie; Chen, Xiaoli; Cheng, Zhuan; Duan, Jinqiao; Li, Xiaofan; Zhang, Xinyong, E-mail: zhangyanjie2011@163.com, E-mail: zcheng9@hawk.iit.edu, E-mail: zhangxinyong12@mails.tsinghua.edu.cn, E-mail: xlmath804@163.com, E-mail: duan@iit.edu, E-mail: lix@iit.edu2017
AbstractAbstract
[en] This work is about low dimensional reduction for a slow-fast data assimilation system with non-Gaussian stable Lévy noise via stochastic averaging. When the observations are only available for slow components, we show that the averaged, low dimensional filter approximates the original filter, by examining the corresponding Zakai stochastic partial differential equations. Furthermore, we demonstrate that the low dimensional slow system approximates the slow dynamics of the original system, by examining parameter estimation and most probable paths. (paper: interdisciplinary statistical mechanics)
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Available from http://dx.doi.org/10.1088/1742-5468/aa9343; Country of input: International Atomic Energy Agency (IAEA)
Record Type
Journal Article
Journal
Journal of Statistical Mechanics; ISSN 1742-5468;
; v. 2017(11); [17 p.]

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