Articles | Volume 24, issue 4
https://doi.org/10.5194/npg-24-701-2017
https://doi.org/10.5194/npg-24-701-2017
Research article
 | 
01 Dec 2017
Research article |  | 01 Dec 2017

The Onsager–Machlup functional for data assimilation

Nozomi Sugiura

Related authors

Estimating vertically averaged energy dissipation rate
Nozomi Sugiura, Shinya Kouketsu, Shuhei Masuda, Satoshi Osafune, and Ichiro Yasuda
Nonlin. Processes Geophys. Discuss., https://doi.org/10.5194/npg-2018-48,https://doi.org/10.5194/npg-2018-48, 2018
Preprint withdrawn
Short summary
Synchronization of coupled stick-slip oscillators
N. Sugiura, T. Hori, and Y. Kawamura
Nonlin. Processes Geophys., 21, 251–267, https://doi.org/10.5194/npg-21-251-2014,https://doi.org/10.5194/npg-21-251-2014, 2014

Related subject area

Subject: Predictability, probabilistic forecasts, data assimilation, inverse problems | Topic: Climate, atmosphere, ocean, hydrology, cryosphere, biosphere
Prognostic assumed-probability-density-function (distribution density function) approach: further generalization and demonstrations
Jun-Ichi Yano
Nonlin. Processes Geophys., 31, 359–380, https://doi.org/10.5194/npg-31-359-2024,https://doi.org/10.5194/npg-31-359-2024, 2024
Short summary
Bridging classical data assimilation and optimal transport: the 3D-Var case
Marc Bocquet, Pierre J. Vanderbecken, Alban Farchi, Joffrey Dumont Le Brazidec, and Yelva Roustan
Nonlin. Processes Geophys., 31, 335–357, https://doi.org/10.5194/npg-31-335-2024,https://doi.org/10.5194/npg-31-335-2024, 2024
Short summary
Leading the Lorenz 63 system toward the prescribed regime by model predictive control coupled with data assimilation
Fumitoshi Kawasaki and Shunji Kotsuki
Nonlin. Processes Geophys., 31, 319–333, https://doi.org/10.5194/npg-31-319-2024,https://doi.org/10.5194/npg-31-319-2024, 2024
Short summary
Selecting and weighting dynamical models using data-driven approaches
Pierre Le Bras, Florian Sévellec, Pierre Tandeo, Juan Ruiz, and Pierre Ailliot
Nonlin. Processes Geophys., 31, 303–317, https://doi.org/10.5194/npg-31-303-2024,https://doi.org/10.5194/npg-31-303-2024, 2024
Short summary
Improving ensemble data assimilation through Probit-space Ensemble Size Expansion for Gaussian Copulas (PESE-GC)
Man-Yau Chan
Nonlin. Processes Geophys., 31, 287–302, https://doi.org/10.5194/npg-31-287-2024,https://doi.org/10.5194/npg-31-287-2024, 2024
Short summary

Cited articles

Apte, A., Hairer, M., Stuart, A. M., and Voss, J.: Sampling the posterior: An approach to non-Gaussian data assimilation, Phys. D, 230, 50–64, https://doi.org/10.1016/j.physd.2006.06.009, 2007.
Cotter, S. L., Roberts, G. O., Stuart, A., and White, D.: MCMC methods for functions: modifying old algorithms to make them faster, Stat. Sci., 28, 424–446, 2013.
Daum, F.: Exact finite-dimensional nonlinear filters, IEEE T. Automat. Contr., 31, 616–622, 1986.
Doucet, A., Godsill, S., and Andrieu, C.: On sequential Monte Carlo sampling methods for Bayesian filtering, Stat. Comput., 10, 197–208, 2000.
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.
Download
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.