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Item Details
Title: NONLINEAR DATA ASSIMILATION
By: Peter Jan Van Leeuwen, Sebastian Reich, Yuan Cheng
Format: Paperback

List price: £35.99


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ISBN 10: 331918346X
ISBN 13: 9783319183466
Publisher: SPRINGER INTERNATIONAL PUBLISHING AG
Pub. date: 25 July, 2015
Edition: 1st ed. 2015
Series: Frontiers in Applied Dynamical Systems: Reviews and Tutorials 2
Pages: 118
Synopsis: 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.
Illustrations: 15 Illustrations, color; 4 Illustrations, black and white; XII, 118 p. 19
Publication: Switzerland
Imprint: Springer International Publishing AG
Returns: Returnable
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