Articles | Volume 24, issue 4
Nonlin. Processes Geophys., 24, 701–712, 2017
Nonlin. Processes Geophys., 24, 701–712, 2017

Research article 01 Dec 2017

Research article | 01 Dec 2017

The Onsager–Machlup functional for data assimilation

Nozomi Sugiura

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Cited articles

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Dutra, D. A., Teixeira, B. O. S., and Aguirre, L. A.: Maximum a posteriori state path estimation: Discretization limits and their interpretation, Automatica, 50, 1360–1368, 2014.
Short summary
The optimisation of simulation paths is sometimes misleading. We can find a path with the highest probability by the method of least squares. However, it is not necessarily the route where the paths are most concentrated. This paper clarifies how we can find the mode of a distribution of paths by optimisation.