Nonlinear data assimilation /
This book contains two review articles on nonlinear data assimilation that deal with closely related topics but were written and can be read independently. Both contributions focus on so-called particle filters. The first contribution by Jan van Leeuwen focuses on the potential of proposal densities...
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| Materialtyp: | E-bok |
| Språk: | English |
| Publicerad: |
Cham
Springer International Publishing
2015.
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| Upplaga: | 1st ed. 2015. |
| Serie: | Frontiers in Applied Dynamical Systems: Reviews and Tutorials
2 |
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| Länkar: | Click here to view the full text content |
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| Sammanfattning: | This book contains two review articles on nonlinear data assimilation that deal with closely related topics but were written and can be read independently. Both contributions focus on so-called particle filters. The first contribution by Jan van Leeuwen focuses on the potential of proposal densities. It discusses the issues with present-day particle filters and explorers new ideas for proposal densities to solve them, converging to particle filters that work well in systems of any dimension, closing the contribution with a high-dimensional example. The second contribution by Cheng and Reich discusses a unified framework for ensemble-transform particle filters. This allows one to bridge successful ensemble Kalman filters with fully nonlinear particle filters, and allows a proper introduction of localization in particle filters, which has been lacking up to now. |
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| Fysisk beskrivning: | 1 online resource (XII, 118 pages) 19 illustration, 15 illustration in colour. |
| ISBN: | 9783319183473 |
| ISSN: | 2364-4532 |