The filtering distribution is a time-evolving probability distribution on the state of a dynamical system given noisy observations. We study the large-time asymptotics of this probability distribution for discrete-time, randomly initialized signals that evolve according to a deterministic map Ψ. The observations are assumed to comprise a low-dimensional projection of the signal, given by an ope...

The 8 May 2003 Oklahoma City tornadic supercell is predicted with the ARPS model using four nested grids with 9-km, 1-km, 100-m, and 50-m grid spacings. The Oklahoma City WSR-88D radar radial velocity and reflectivity data are assimilated through the ARPS 3DVAR and cloud analysis on the 1-km grid to generate an initial condition that includes a well-analyzed supercell and associated low-level m...