| Popis: |
We introduce a formalism for computing the Cramer-Rao lower bound (CRLB) for a general dynamical system, develop an approach to bounding the process noise for a general dynamical system, and discuss the application of this formalism in the context of a prototypical forecasting model. This model consists of a simple transport diffusion process with assimilation updates based on point source measurements. We investigate the use of Krylov subspace techniques for efficient computation of two point correlation functions, and the use of this technique in generating a coarse-grained state covariance. |
