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Nonlinear Data Assimilation

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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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Detail Information

Series Title

Frontiers in Applied Dynamical Systems: Reviews and Tutorials

Call Number

-

Publisher

Switzerland : Springer Cham., 2015

Collation

XII, 118

Language

English

ISBN/ISSN

2364-4532

Classification

NONE

Content Type

text

Media Type

computer

Carrier Type

online resource

Edition

1

Subject(s)

Mathematical Physics
Computational Mathematics and Numerical Analysis
Dynamical Systems

Specific Detail Info

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Statement of Responsibility

Peter Jan Van Leeuwen

Other Information

Cataloger

Lika

Source

-

Validator

Taufik

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