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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| Format: | eBook |
| Language: | English |
| Published: |
Cham
Springer International Publishing
2015.
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| Edition: | 1st ed. 2015. |
| Series: | Frontiers in Applied Dynamical Systems: Reviews and Tutorials
2 |
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| Online Access: | Click here to view the full text content |
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| 100 | 1 | |a Van Leeuwen, Peter Jan. |e author | |
| 245 | 1 | 0 | |a Nonlinear data assimilation / |c by Peter Jan Van Leeuwen, Yuan Cheng, Sebastian Reich. |
| 250 | |a 1st ed. 2015. | ||
| 264 | 1 | |a Cham |b Springer International Publishing |c 2015. | |
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| 490 | 1 | |a Frontiers in Applied Dynamical Systems: Reviews and Tutorials |x 2364-4532 |v 2 | |
| 520 | |a 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. | ||
| 650 | 0 | |a Mathematics. | |
| 650 | 0 | |a Dynamics. | |
| 650 | 0 | |a Ergodic theory. | |
| 650 | 0 | |a Mathematical physics. | |
| 650 | 0 | |a Computer mathematics. | |
| 700 | 1 | |a Cheng, Yuan. | |
| 700 | 1 | |a Reich, Sebastian. | |
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| 830 | 0 | |a Frontiers in Applied Dynamical Systems: Reviews and Tutorials |x 2364-4532 |v 2 | |
| 856 | 4 | 0 | |u http://dx.doi.org/10.1007/978-3-319-18347-3 |y Click here to view the full text content |
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