Figure 35.

Regime I with $F_u=1$. Path-wise trajectories and the PDFs of the true signal (blue) and the filter estimation of the physics-constrained forecast model (160) and (161) (red) and the stochastic parameterized filter (162) and (163) (green). (a) ${\sigma }_u=0.2$ and ${\sigma }_v=2$; (b) ${\sigma }_u=2$ and ${\sigma }_v=0.2$.