Predicting the Future pp 85-124 | Cite as
Evaluating the Path Integral
Chapter
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Abstract
The path integral giving the integral representation of any physical question encountered in statistical data assimilation is addressed in this chapter. We first outline the three methods for evaluating the path integral. The first two are variants on a stationary path approximation to the integral and its corrections presented as an infinite series. The series is identical to perturbation theory corrections to statistical physics and field theory estimations of path integrals encountered in those analyses. We work solely in discrete time and discrete space, so the infinities of field theory do not appear.
Keywords
Model Error Graphic Processing Unit Data Assimilation Observation Window Chaotic Orbit
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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