Articles | Volume 30, issue 2
https://doi.org/10.5194/npg-30-129-2023
© Author(s) 2023. This work is distributed under
the Creative Commons Attribution 4.0 License.
the Creative Commons Attribution 4.0 License.
https://doi.org/10.5194/npg-30-129-2023
© Author(s) 2023. This work is distributed under
the Creative Commons Attribution 4.0 License.
the Creative Commons Attribution 4.0 License.
Data-driven reconstruction of partially observed dynamical systems
Pierre Tandeo
CORRESPONDING AUTHOR
IMT Atlantique, Lab-STICC, UMR CNRS 6285, 29238, Brest, France
Odyssey, Inria/IMT/CNRS, Rennes, France
RIKEN Center for Computational Science, Kobe, 650-0047, Japan
Pierre Ailliot
Laboratoire de Mathematiques de Bretagne Atlantique, Univ Brest, UMR CNRS 6205, Brest, France
Florian Sévellec
Laboratoire d’Océanographie Physique et Spatiale, Univ Brest CNRS IRD Ifremer, Brest, France
Odyssey, Inria/IMT/CNRS, Rennes, France
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Short summary
The goal of this paper is to obtain probabilistic predictions of a partially observed dynamical system without knowing the model equations. It is illustrated using the three-dimensional Lorenz system, where only two components are observed. The proposed data-driven procedure is low-cost, is easy to implement, uses linear and Gaussian assumptions and requires only a small amount of data. It is based on an iterative linear Kalman smoother with a state augmentation.
The goal of this paper is to obtain probabilistic predictions of a partially observed dynamical...