HIGHLIGHTS
- who: Nikolas Nüsken and colleagues from the Institute of Mathematics, University of Potsdam, Karl-Liebknecht-Str24/25, Potsdam, Germany have published the article: State and Parameter Estimation from Observed Signal Increments, in the Journal: (JOURNAL)
- what: The authors focus on continuous-time data assimilation where the model and measurement errors are correlated and both states and parameters need to be identified. The authors demonstrate their performance through a series of increasingly complex multi-scale model systems. The research presented in this paper has been motivated by the state and parameter estimation problem for particles . . .
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