Dimensional reduction for a Bayesian filter.
Where this comes from
- Record sourced from PubMed, PMID 15469917.
- Also identified by PMC identifier 524072.
- No licence information is recorded for this record.
- Because redistribution is not established, this page shows the abstract only. Follow the links below for the full text.
Abstract
An adaptive strategy is proposed for reducing the number of unknowns in the calculation of a proposal distribution in a sequential Monte Carlo implementation of a Bayesian filter for nonlinear dynamics. The idea is to solve only in directions in which the dynamics is expanding, found adaptively; this strategy is suggested by earlier work on optimal prediction. The construction should be of value in data assimilation, for example, in geophysical fluid dynamics.