Abstract
We describe an infinite dimensional nonlinear analog of the Kalman filter for turbulent fields. Nonlinear filtering theory of Stochastic Navier-Stokes equation is described using measure-valued solutions to the infinite dimensional, Fujisaki-Kallianpur-Kunita and the Zakai equations.
Supported by the ONR Mathematical Sciences and Mechanics Divisions under the Grant No:N0001493WX2422; Part of this work was done at IMA-University of Minnesota. Naval Command Control and Ocean Surveillance Center, Code 574, San Diego, CA 92152-6040.
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© 1996 Springer-Verlag New York, Inc.
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Sritharan, S.S. (1996). Nonlinear Filtering of Stochastic Navier-Stokes Equation. In: Funaki, T., Woyczynski, W.A. (eds) Nonlinear Stochastic PDEs. The IMA Volumes in Mathematics and its Applications, vol 77. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-8468-7_14
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DOI: https://doi.org/10.1007/978-1-4613-8468-7_14
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