Book contents
- Frontmatter
- Contents
- Preface
- 1 Introduction and overview: Mathematical strategies for filtering turbulent systems
- Part I Fundamentals
- 2 Filtering a stochastic complex scalar: The prototype test problem
- 3 The Kalman filter for vector systems: Reduced filters and a three-dimensional toy model
- 4 Continuous and discrete Fourier series and numerical discretization
- Part II Mathematical guidelines for filtering turbulent signals
- Part III Filtering turbulent nonlinear dynamical systems
- References
- Index
3 - The Kalman filter for vector systems: Reduced filters and a three-dimensional toy model
from Part I - Fundamentals
Published online by Cambridge University Press: 05 March 2012
- Frontmatter
- Contents
- Preface
- 1 Introduction and overview: Mathematical strategies for filtering turbulent systems
- Part I Fundamentals
- 2 Filtering a stochastic complex scalar: The prototype test problem
- 3 The Kalman filter for vector systems: Reduced filters and a three-dimensional toy model
- 4 Continuous and discrete Fourier series and numerical discretization
- Part II Mathematical guidelines for filtering turbulent signals
- Part III Filtering turbulent nonlinear dynamical systems
- References
- Index
Summary
- Type
- Chapter
- Information
- Filtering Complex Turbulent Systems , pp. 30 - 46Publisher: Cambridge University PressPrint publication year: 2012